There are two issues. The U.S. lamp wiring can handle European current with no problem because the current will be less at the same wattage. But if the U.S. insulation is rated at maximum of 125 V then you can have a safety issue with 220-240 V.

Also, I believe the European countries have different bulb threads, and it would be beter to change the lamp socket than try to use an adaptor. And changing the plug is better than messing with plug adaptors.