You will most likely need a Supplemental Type Certificate from EASA
According to their FAQ, emphasis mine:
My aircraft has been modified in the USA by Form 337 action. Can EASA accept this?
EASA accepts alterations on non-critical components that are substantiated via Form 337, as detailed in the EASA-FAA Technical Implementation Procedure (TIP) rev 5, paragraph 126.96.36.199 EASA Acceptance of FAA Alteration Data:
“Except for alterations on critical components, FAA-approved or accepted alterations per 14 CFR Part 43 installed on a used aircraft exported from the U.S., regardless of the State of Design of the aircraft, are considered approved by EASA at the time of import to the European Union. EASA shall accept such FAA alteration data when substantiated via an appropriately executed FAA Form 8110-3, FAA Form 8100-9, FAA Form 337 or logbook entry.
Alterations on critical components must be EASA-approved via STC, in accordance with TIP paragraph 2.2 (Design Approval Procedures for Supplemental Type Certificates (STCs)).
An FAA STC whose installation is documented on a Form 337 must be approved by EASA in accordance with TIP paragraph 2.2.”
From the aforementioned TIP:
2.2 Design Approval Procedures for Supplemental Type Certificates (STCs).
2.2.1 Scope of STC Application Acceptance.
188.8.131.52 EASA may accept applications
for STCs for:
(a) All STCs (Basic and Non-Basic) when the original STC application is made to the FAA:
(1) On products for which EASA acts on behalf of the State of Design,
(2) On U.S. State of Design products, and
(3) On third country aircraft which have been type certificated by both EASA and the FAA.
So you should be able to apply per point 184.108.40.206.a.3, assuming of course, that the aircraft is certified by EASA and not operated within Europe as an experimental with a Permit-to-Fly.
In light of the above, and considering that a modification of the wing to carry an external load is not likely to be classed as non-critical, you should probably contact both EASA and the Design Organization for the type.
Alternatively, you could look into moving the aircraft into the experimental category
In this case you will need a Permit-to-fly, more info here:
The European Aviation Safety Agency (EASA) is responsible for the approval of flight conditions. Such an approval is the basis on which a Permit to Fly (PtF) can be issued by the Competent Authority of the State of Registry, or of the State prescribing the identification marks of an aircraft.
A PtF is generally issued when a certificate of airworthiness is temporarily invalid, or when a certificate of airworthiness cannot be granted, but the aircraft is nevertheless capable of performing a safe flight.
Please use EASA Form FO.CERT.00037 (with EASA Form 18B in the annex) to apply for approval of flight conditions at EASA. With the approved flight conditions (EASA Form 18B) you can apply for a Permit to Fly at the local national aviation authority the aircraft is registered.