Now the only working exchange I know is in Switzerland (https://taler-ops.ch/en/). I wonder if you could legally use that from another country... I think GLS Bank is also supposed to have an exchange running in Germany some time this year but there have been delays in the past. Anyway it's probably still a bit early but it could be something to consider.
Take a look at how Mullvad implemented it, which I guess is where you got the "cash in a letter" method from, they also handle cryptocurrencies by themselves for exactly this reason, there is no way for you to actually be able to fulfill the privacy promise otherwise.
ProxyStore should work well as a proxy because they receive XMR anonymously and pay us in EUR for an account number. We don’t know who paid for what and don’t care (we also don’t know that after 14 days, Mollie doesn’t know any account number).
Aren't there some EU countries that also have tax incentives (Estonia comes to mind) ? Could be wrong
Once you accept Monero I'll give it a try :)