
I used to have Eurovision parties - lol. Food wise the choice is endless - just party food or proper grub? If finger food then sausages cover most euro nations, you could do a baklava for dessert (Greece, Turkey, most of the Balkans), ice cream (Italy), Chocolate (Belgium) etc. A cheese from every nation might work with the wine from all of 'em of course :D
For categories you have to have a Best/Worst dressed one! Best dramatic interpretation, Best Hairstyle, Most Political Scoring Country (difficult one that). You could do a sweep on the winner, if you have enough people to cover all the countries with a prize of the naffest sourvenir from one of the competitors.
I'm getting all excited now! :D