Europe could tell ASML to put kill switches in GPUs so Europe has leverage to "safeguard" AI deployments in other countries.
Ehm, sorry, but no, this is not how lithography works. You cannot "hide" functionality in circuitry your machines are producing if your machines' job is to shine light through a mask.
You'd have to be the producer of the machine producing the mask. Or, even better, the software that produces the plan according to which a machine produces a mask.
It couldn't tell ASML to do that because ASML doesn't do chip design.