Just get them to set CE stickers on it before they ship it, all thoes other sites does it, lightake, dealextreme, miniinthebox, and so on.
Alot of companies in europe sends around non-ce items too, and if you know what to look for, its pretty clear.
Like AC adapters shells, they shouldnt be assemblied with screws, but melted together, so you cant take it about without destroying it.
They could just laser the CE mark if they don't think layering is a massive effort...