Now I really need to try it and I assume finding it in EU won't be easy
Sadly, probably not easy at all. However, it's not all bad. In the EU you have access to a huge variety of delicious snacking food, especially in the eastern areas. Piroshki by different names in various nations bordering the Slavic states are generally fucking awesome as well.
However, a Spam musubi is very easy to make and tastes every bit as good, so let's try this anyway.
Buy a tin of Spam (personal preference is for low-sodium Spam but original is fine too but you might find it over-salty as tastes differ on your side of the Atlantic) and slice it in the same shape as the can, you should get 8 slices, or 10 thinner ones (a bit too thin for me) and fry lightly on both sides, then remove and dredge in teriyaki sauce (some use mirin and soy sauce instead, but that's getting a bit hardcore for Europe) and re-fry to your preference.
Before preparing the spam, you should have a bowl of cooked sushi-grade short grain sticky rice still warm (do not vinegar as you would for edo-mai sushi, you might be able to sub a short grained Italian arboro rice as well if that's easier for you to get. lightly salted either way) and a single sheet of nori, wetted and sliced into 2cm strips or thinner/thicker as you prefer, they aren't crucial.
Anyway, form the sushi rice into a pad of your desired thickness shaped to match the slices of spam, lay a Spam slice on top, wrap a strip of Nori to hold it together, let them set for a few minutes (better to wrap in cling-wrap if not using sushi grade rice) then enjoy you some "broke de mouth grinds" as the Hawaiians would put it.
God where is my life at when I'm shouting spam-based recipes into the void on the Kiwi fucking Farms on a thread about a crazy-ass lolcow who has nothing to do with food or reality? Welp! So be it. Enjoy the best fusion of Hawaiian and Japanese cuisine that was ever smashed together, Kiwi Fams!