You only need to format data after flashing, not before.How can I move on to XiaomiEU from AOSP ROM now installed? I mean.... how can I format all then XiaomiEU fresh install?
-boot into TWRP (any version): fastboot boot xxxx.i
-do a Format data (yes) in Wipe section of TW
-copy "xiaomi.eu_multi_HMK40_POCOF3_V22.214.171.124.RKHCNXM_v12-11.zip" in Internal storage of the phone
-flash it in Install section of TW
-reboot to System
Just copy the ROM to your phone, boot into TWRP, flash, then format data. That's what I did.