EEA, not EU. I had to check as I thought UK was also included. Seems like they left?

UK is not included, but most UK mobile networks have chosen to pretend the UK hasn't to their customers, and offer similar amounts of voice and data in the EEA, so it still mostly works "one way".

I think it's the other way around? Most UK networks seem to charge charge now (the big ones anyway, EE, Vodafone etc.).

At least in Germany, none of our networks do.

I'm with O2 and most certainly does not get charged extra when travelling within the EEA.