The 3rd party themes option worked 'out of the box' in the EU-ROM. Then the theme manager kept crashing when data was on. I applied the solution vicl89 suggested (downloaded GetApps, set the region to India and updated the theme manager). The 3rd party option was gone, the themes I had already installed could not be applied. I tried setting region back to Netherlands, and even China, but that didn't do anything.
As a workaround I'm using the MIUI Theme Editor now, to reinstall the 3rd party themes. This works fine.
