Europe-Reduced Wake separation
 

I thought that legally you can't fly closer than the minimum separation on the approach (let' s say medium 3 miles behind a medium), never. Is there any exception to this? Can the tower ask you to do it if you are happy to accept it?

There is always the possibility of visual separation, in that case ATC hands the responsibility of separation to the crew (of the succeeding) aircraft and may only give them a minimum limit (do not overtake preceding aircraft in FRA for example).

And then there are some airports where minimum separation is reduced on final down to 2 NM between same category. And of course others (one is famous for it in spain, where else) where they apply wake separation behind 737-800s with heavy category values :ugh::ugh:

3 miles is an ATC separation standard between medium types. It's not mandatory for pilots - so a go-around isn't required if you end up a bit closer.

In this part of the world you occasionally hear the odd pilot request reduced separation for departure.
I watched a Dash8 depart after a 737-800 having made such a request. The 737 tookoff from an intersection and the Dash was full length, the Dash didn't spear in but at about 100ft it turned very nasty..............I would be surprised if he makes that request again!