Yeah, that cPanel topic was us asking their support about this exact issue (Krydos basically runs the place).
Using HE's DNS service with a domain to register it here has been reported to work for a few other domains, so it probably works with eu.org as well, but its still an extra step. These noncompliant registrars seem to be growing too, insomuch that it's eventually going to get to a point where we end up having to allow remote domains if we want to keep supporting common providers.