Isn't there some kind of law to disallow imports without a CE / RoHS / etc label? Why allow it to enter the EU, and then fine the seller afterwards?
Are you suggesting opening every package to check for a CE? I think fining after the fact is how those laws are enforced.
In the old days, when an importer purchased Chinese goods in bulk and resold them, import checks were commonplace.... AND the importer was legally responsible for paying import duties and selling goods to the public that were legal and met safety standards.
Now that any individual can order direct from China (with cheap subsidised postage!), the floodgates of untaxed and dangerous shite are open.
One solution is to address the subsidised postage that makes this state of affairs possible.