If your data requirement is anything more than a trivial amount, I think you'll have to forego roaming and start a collection of favourites from each country
but, UK networks roaming in EU, per MB
3 £1.25
O2 £3
Orange £3
T-mobile £1.50
Virgin £5
Vodafone has given up per MB, except for small amounts, and charges in blocks. On phones, up to 1 MB costs £4.99 per day, charged in 1 kB units. Then the next 24 MB per day are free. Then £4.99 for the next 25 MB. For laptop use, it's £9.99 per day for each 50 MB.
There are also some other bundle possibilities, but I'd need to check through them to check if they are on contract or prepaid.
None of the UK SIMs will expire if used at least once every 180 days, though Virgin is a year or so and 3 doesn't expire at all
But really, I'd repeat what I said about use only in home country, then you can find bundles such as 200 MB, 500 MB or more for €5 or €10 a week or a month or even longer, such as yesss in Austria 512 MB for €9.99 and lasts up to a year or can be topped up