Eurostat released some new datasets of statistical grids. These datasets contain squared grid cell geometries covering the European land territory, for various resolutions from 1km to 100km. Base statistics such as 2006 and 2011 population figures, the land area, the countries and NUTS regions identifiers, etc. are provided for each of these cells.
For more information on the data content and the licence condition, please consult the Eurostat website: https://ec.europa.eu/eurostat/web/gisco/geodata/reference-data/grids
To produce some other similar grids with for example some specific resolution (such as for subkilometric grids), geographic extent and coordinate reference system, the Eurostat GridMaker tool has also been published.