Got a CAI in mine, installed myself. It's basically taking some parts out, and swapping them over for some other parts. Hardly higher engine management

So go for it
Only item you could be concerned with is the fact that if you go for JLT for instance, you're looking at shipping from the US as additional costs. If you go for K&N for instance, they have a relativly good base in the EU aswell, and so shipping should be lower. Also would make it a bit easier to get support for it if you remain in the EU for a while longer.