Once you flash the EU WWE ROM, would you also need to flash a TMO US radio ROM?
No, the OS ROM (i.e., WM6.5) doesn't touch the radio-ROM, just as the custom ROMs at xda don't touch the radio-rom.
OK, I've flashed to this HTC WM6.5 ROM...that part was briefly weird/scary. At 9%-flashed the PC progress meter stopped (which isn't unusual by itsef), but on the TP2 it went back to the bootloader screen for a second or two (OMG!!) then went back to the progress meter at 9% and proceeded. Never seen that on a custom rom flash, but apparently nothing is wrong, so maybe that's normal.
It looks like WM6.5-based custom ROMs I've been using...will test for a while, but I'm sure it's fine.