European security folks tend to be courteous, efficient, but very thorough. I once had a carabiner keyring confiscated because the security agent at the gate was convinced that it could be used like brass knuckles--he even demonstrated, and his supervisor concurred emphatically. I shrugged and let it go, even though the carabiner had cost me upwards of $20 (it was a nice load-bearing one).

You need to maintain a sense of humor about these things. Remember that the European airport authorities are really scared about the possibility of losing the business of US carriers (and the tourists they bring) if something were to happen on a flight originating in the EU, so these extra security checks for US-bound flights have become par for the course. Just get used to it. It's not the USA, and it's not worth fighting with supervisors who might have never traveled to the USA and have a very odd understanding (or lack thereof) of what TSA rules might be. I bet you would be laughed out of the airport if you asked for a "customer complaint card."

Another suggestion: you can save time if you take out ANYTHING substantial electronics from your bag and x-ray separately. At LHR today I was in line with about five other American guys who had to wait for our bags to be rescreened. Why? It turns out that we ALL had iPads, every single one of us. And we all assumed that we could leave them in our bags like we do at TSA checkpoints. But the BAA security agent said "no, you must remove anything with dense electronics that is sort of like a laptop."

Also: always remove belt unless you are 100% positive that it has zero metal. In my experience, the WTMDs are calibrated to be much more sensitive in the EU than the Stateside units at TSA checkpoints. I can go through TSA with my belt (small metal buckle), but the same belt set off WTMDs at FRA and MAD, resulting in thorough pat-downs, until I decided to start taking it off.

Finally, even though shoe removal is not required (for normal-heel shoes) at most EU airports, I still recommend taking them off, as many shoes have metal parts inside that you don't realize until you walk through the WTMD and set it off.