Unless it is a requirement by a specific airfield to hold a mountain rating, I would bother doing an EASA Mountain Rating. Having said that many experienced civil and military pilots have come a cropper in mountainous and remote areas.
My advice would be:
(a) Study meteorology at an advanced level (ATPL) with respect to updrafts, downdrafts, turbulence, icing, mountain fog, etc..
(b) know your aircraft's performance.
(c) Understand the perception issues on snow covered landscapes and the problem of 'white out'.
(d) When in valleys always have an escape route.
(e) Consider the survival and rescue issues in remote areas.
(f) Get some dual flying experience in mountain flying with an experienced instructor in the French Alps, Canada or the USA.
Some of the above will not be on the MR course. I should add that 'white out' is not flying in a snow storm as some pilots think, follow the link below:
https://www.faasafety.gov/gslac/ALC/...l.aspx?id=6844