I just imported a modern Blaser combo shotgun/rifle (a BBF95) that I bought at the last Holt's auction.
Paid for the gun through money transfer to Holt's and then signed it over to their shipper HGSS for holding and eventual shipping to me. All by email. I got my local FFL to agree to be the importer and I served as the custom agent. Filled out two ATF forms I downloaded from the internet and sent them to BATF office in West Virginia. Both of us signed the forms.
Got a signed approval to import from BATF in about 4 weeks (mailed to my FFL) and forwarded that form by email to HGSS along with a letter saying that I did not intend to resale the gun or use it for any military purposes. HGSS asked for a CC # and charged me 350 GBP to ship by Fed Ex to local FedEx airport freight office.
FedEx notified me of arrival and emailed me the paperwork to allow the gun to clear customs and Homeland Security. I took that printed out paperwork to Homeland Security office at airport to pay duty and get approval to receive the gun as the customs broker. He did not charge me any duty that day and gave me my papers to secure release of the gun.
I then took those papers to Fed Ex and gave them $10 cash to release the gun to me. Opened it there to confirm no damage in shipping. I then carried the gun to my FFL and had him do the transfer to me. Paid him normal transfer fee of $35.
Took the gun home.
I don't know about receiving the gun in Europe but the process above saved me $500 over having the gun imported by an importing dealer. Still not cheap though and a bit laborious!