You can buy or lease a seat so as not to pay the exchange fee. Contact the CME membership department to arrange the seat then tell interactive brokers that you are a member and they will reduce your charge.
I think the liquidity, though most look illiquid compared with the US, is with Liffe. Put the model price between bid/ask in IB TWS optiontrader and move your order towards the model price.
Portfolio margin in a regulated brokerage account gives you 15% margin, though less for a concentrated portfolio. You need $100,000 for portfolio margin.