I found two tools which I hoped can be used for converting sega cd iso from USA to EUR.
I tried "scdconv 2.50" and "convscd 1.05". I patched ISO files of Shining Force CD and Samurai Shodown from USA to EUR. At first the games seemed to boot but when showing the starting screen with Sonic it showed again the "Detecting CD"-screen and so on.
The EURO-Version of Final Fight runs smoothly after I burned it so it is not related to how I burned the game.
Do you know a tool that allow me to convert from US to EUR without problems?
EDIT:
I downloaded a newer version:
http://www.retrodev.com/ConvSCD110.zip
For Monkey Island it worked fine to convert from USA to EUR. Very funny to see this game on Sega CD :P