I doubt that there's a EU-wide norm for that yet, but in Germany, what you do is completely ignore anything the collection agency does by itself after you first tell them you think the claim is invalid. What you must not by any means ignore is the Mahnbescheid (a court notice of the claim) - reply to that immediately that you contest the claim. In most cases that will be the last thing you hear, since they'll then have to actually sue you and prove the validity of the claim to a court.