The EU has downsized their military capability steadily over the last 40 years, so I wouldn't count out Russia based on spending alone, the size of the army that you can field, and how far afield you can support it is a pretty important factor and Russia is within that zone at the moment as good as unopposed. Russia has historically been able to hold their own surprisingly well when it came to Dollars spent versus Rubles spent. Bluntly: they would be able to use Belarus as a base and connect that to Kaliningrad in a very short time. They might not be able to hold it over the longer term but the damage would be done: it would require the EU to declare where their loyalty lies and if the interaction so far is any guide I would not want to bet on the outcome.
I'm pretty well connected to the Baltics and have spent a lot of time in that part of Europe, both in North Eastern Poland, Lithuania and Latvia (less so in Estonia though I've been there a couple of times I never spent a lot of consecutive time there). From what I gather there is some fierce nationalism there, and a pretty strong cultural identity, in spite (possibly because) of years of Russian efforts to destroy those. At the same time, and in spite of financial/cross border integration with the rest of Europe those countries are an island surrounded on their land borders by borderline hostiles with a tiny little bridge to the rest of Europe.
But you have a point about the Nordics and Poland who definitely would have a big stake in this. But for your average person from Madrid, Paris or Rome it likely would not be something they even realize is in play, they might not even know Kaliningrad exists and they might not know much about the Baltics and their history or present day role in Europe.