How do I remove a eurolock with the door locked shut? ?

Besides getting a lock smith.....
Had the same problem.
Drill a hole right throught the lock e.g. 5mm dia. at the point just below where you enter the key (where it narrows). This will destroy the tumbles and enable you to turn the key and push or pull the lock out.
Then you open the door and undo the middle screw that fixes the lock into your door.

Malcolm M
March 2014