"On a recent trip to France I found that enabling 'EU Internet' and data roaming did not work (no internet connection), but turning 'EU Internet' option off, allowed the regular Data roaming to work.
Today, I received a txt from Vodafone confirming this and, telling all IOS8 users to turn this feature off (even if they are in Europe)... so it may well be for a future feature, but it's not working (at least for Vodafone customers) just yet - perhaps Vodafone are waiting for the legislation to kick in, and till then we just have to put up with regular Data Roaming charges!"