If yes, where is the cheapest/easiest to incorporate as a European/International including all associated costs? Something like Stripe Atlas is way too expensive for a small project.
Look at your own country's procedure to incorporate a company, it may be simple enough. For example if you're in the UK I doubt anything will beat simply registering a limited company, but not all countries make it so simple and cheap...
Just checked and Atlas is priced at USD500. That's probably cheaper than the total cost of incorporating in many EU countries so if that's too expensive then incorporating is probably too expensive full stop unless you live in a 'cheap' country like the UK.