You will improve your language skills this way, but if your skill level isn't high enough it's going to be exhausting to the native speaker as well.

I have been living in Denmark for 15 years now, and it's still easier to do conversations in English. When I speak Danish it requires more mental capacity from the other side.

I am speaking Danish from time to time, but it's only to get better at it. The English proficiency in Denmark (and probably the Netherlands) is so high that you need to be really good at the native tongue before it is easier than English in conversations.