I was thinking along somewhat similar lines as Ian—getting Text involved in the process.
Start by formatting all cells in the column to initially receive the EU formatted 'dates' as TEXT.
Paste the 'dates' into that column. As text, they should automatically align to the left of the column.
In the column to the right (add one it necessary) add the formula below, which reads the text string, and extracts the values specifying the year, month, and day, then passes those on to DATE, which constructs the date part of a Date&Time value. Numbers automatically adds the required time part, set to 00:00:00, and returns the d&t value to the cell with the formula, where it can be formatted as desired. 
Formula: Copy all after the = sign. Click on cell B2, then press = to open Formula Editor. Paste.
=DATE(RIGHT(A2,4),MID(A2,FIND("/",A2)+1,FIND("/",A2,FIND("/",A2)+1)−FIND("/",A2) −1),LEFT(A2,FIND("/",A2)−1))
Fill down the rest of column B.
Regards,
Barry