Ha, I also thought it odd that the OP phrased it as Greece, Europe.

No real suggestions but I don't think the it's just the CBP that's paranoid. They are just doing their job, and some are more strict than others. The ones in Europe aren't any less strict, especially in London, based on personal experience.

Some years ago, I was taking my mom and sibling for a visit to Scotland (which I've visited before ) and then to switzerland (our main destination) for our vacation. The border control rep in the UK was grilling the few people in front of us. I thought, it shouldn't be that bad, we're only staying a couple of days and then moving on. But he really grilled us, from the usual (length of stay, why we are here) to asking more specific details about our stay. When I said we were on a short holiday and then transiting to Switzerland (our main destination), the guy asked us to see our onwards itinerary (and really looked through it). It's kind of annoying to have to dig it out of my backpack when my stuff is nicely packed, but I guess that satisfied him. So yeah, keep your documentation.

So rest assured that being grilled at border control is not just exclusive to you visiting the US. Some of us get the same royal treatment over in Europe, though Europeans traveling back home may not see it happening since they are in their expedited EU lanes So you're not alone.