I don't see the reason behind flashing original china rom if you're already on xiaomi.eu rom but anyway.
This is how I would do it:
1. download 5.12.17, flash from updater app.
2. Boot phone again, flash another time 5.12.17 from updater app. This will complete the process of merging system partition.
3. Now, for installing any rom later than 6.2.25 we need twrp to install. So we flash twrp from updater app.
4. Now you download latest xiaomi.eu rom, boot into twrp, wipe everything and flash rom.
If flashing twrp in step 3 failed, download 6.2.25 rom and flash from updater app, that will also give you twrp. From then on continue with step 4.