Almost all countries require official authentication to activate a SIM card.
Fortunately not in the Netherlands. I don’t think that’s the case in the rest of the EU. I can use free sim cards as much as I want!
When communicating with cell towers, a phone will also broadcast its unique IMEI identifier. So, even if you swap the SIM card every day, your IMEI is still being broadcast the same.
So… I have a Chinese 4G mobile router, and the manufacturer gives me the permission to change the IMEI as it is an integrated feature of the device. I use that for my data. The data codes I purchase small quantities in bulk with cash, and I can access the router via its ip from my phone’s browser to send the SMS messages to activate the data codes as needed. Since WiFi connections are abundant around here I keep these codes for emergencies. I can go a few months some time without activating data codes. I mostly use them when traveling internationally.