They are already available in Denmark and Sweden. It's a Danish company called Zapna that owns the rights, for the European market, to this kind of product.

If you are familiar with a Scandinavian laguage you can have a look at

www.smartsim.se
www.zerocall.com

Strangely enough, some European networks are becoming cheaper for roaming, while others are dreaming up clever ways to show the politicians what they think of regulation across Europe.

In the last year or two there have been per call connection fees introduced by default and the customer must ask to go back to the Eurotariff if they want to, or flat rate daily charges for the first use of the contract included calls or data in a day, which will be a bit steep for just a short call or 100 KB of data.

Here is a news item I found:
In the early days of cellular, each major city area you traveled to in the U.S. incurred a hefty daily and per minute charge plus long distance if you were calling back home. Now, the entire U.S. fro Hawaii to Boston is considered "local". Looks like it won't be too long before the EU is one entity for cellular purposes.
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EU Commissioner Calls for Scrapping of European Roaming Fees

Published on: 2nd Jun 2013

European mobile networks are facing another threat to their revenues from the European Commission as the Vice-President of the European Commission, Neelie Kroes said that roaming fees shouldn't be reduced, but scrapped entirely.

"I want us to show citizens that the EU is relevant to their lives. That we made the digital rules catch up with their legitimate expectations," Ms Kroes said in a speech.

"I want you to be able to go back to your constituents and say that you were able to end mobile roaming costs."

Neelie Kroes has long campaigned to lower roaming fees, and as the former head of the EU's telecoms regulatory body, she pushed through regulations that saw roaming fees slashed within Europe.

She has campaigned for a single market in telecoms and suggested that scrapping roaming fees could be proposed within a year.

"It is my belief that we can deliver such a package - this full, final, package - around Easter 2014. Imagine that." she said in the speech.

Although bad news for the telecoms networks, the lower fees would be welcomed by consumers, and be a rare populist move from the EU which is often seen as dealing with arcane business matters that don't really affect consumers.

Countering her call for regulations banning roaming fees, The European Telecommunications Network Operators' Association (ETNO) said that it believes that the Single Market should not be imposed through additional regulatory obligations. The Single Market should be driven by market forces, enabled by an investment friendly and supportive regulatory framework, the trade group added.