I don't know about MK8 and Paper Mario, but Captain Toad Treasure Tracker requires you to rename certain folders for the EUR version to work on USA consoles.Eur games on my USA console work fine for me... except Mario Kart 8 EUR (freezes at splash screen with an awful sound), Paper Mario Color Splash (gives me an error screen that I don't remember the numbers now) and Toad Treasure Hunter (also hangs on splash screen but no awful sound)
Whenever you're installing out-of-region games, you can refer to the Loadiine compatibility list to know if you need to change anything with the games using WUPclient.
Loadiine Compatibility Notes for Captain Toad Treasure Tracker said:for USA console, rename all the folder starting with EU to US in /data/content/LocalizedData