I added the other 2 countries I'll be in, so if there is one plan that covers all three, that would be preferred.
Roaming charges for short-term travel (i.e. you cannot just buy a plan in one country when you are living full-time in a different one, but you can travel for a limited amount of time outside of the country you bought the plan in) are abolished by law within the European Economic Area (all 27 EU member states plus Iceland, Liechtenstein, and Norway), therefore, it does not matter which of those 30 countries you buy a mobile plan in. Depending on the carrier and plan, they may or may not also offer free (or at least cheap) roaming in Switzerland and/or the UK.
Note that, when I wrote "it does not matter", what I mean is that it doesn't matter for the purpose of roaming, i.e. if you buy a particular plan, the cost will always be what is stated in the plan no matter what country you use the plan in. It does matter, however, for the price. In fact, the three countries you are traveling to, are among the richer, and thus more expensive, countries. Germany, for example, is notoriously bad when it comes to any sort of telecommunications pricing, whether that be mobile plans, DSL, fiber, cable, you name it – for example, both my German mobile plan and my Internet are a joke compared to my Slovakian friends (my Internet is literally 60 times slower), yet, they are almost twice as expensive.
So, you can save quite a bit of money depending on which country you buy you plan in.
Note also that the exact same plan is sometimes more expensive when bought at an airport than in a store in the city.
It it really impossible to get a SIM card while travelling thru Belgium for a month?
The address and bank account are only required for online purchases. If you buy the plan in person, the vendor may require some form of identity document, such as a passport, but no local address or bank account.