The only place where I've really had trouble was in Brussels earlier this year. It's the only time I've ever had to tie off my dastaar and keski, usually when i say that it's a religious wear, they are okay with it, but it didn't work that time.. maybe i could have talked my way out of it, but i was in a hurry for my next flight. They had some cubicle thing where to go, but i just untied it in front of everyone, as a protest, i guess.
At Schiphol i've got my bags randomly checked, and the security people may feel your turban with their hands. All the other airports i've been to in europe have been relatively cool (Germany, France, Finland).