Is there an EASA regulation that says to use QFE or QNH when landing?
AFAIK there is no EASA regulations forcing a pilot to use one or the other. The default option is to use QNH, which shall be transmitted to all aircraft:
(3) Except when it is known that the aircraft has already received the information in a directed transmission, an QNH altimeter setting shall be included in:
(i) the descent clearance, when first cleared to an altitude below the transition level;
(ii) the approach clearance or the clearance to enter the traffic circuit;
(iii) the taxi clearance for departing aircraft.
But there is an option to use QFE as well, and it is commonly used in some places, for example for certain operations in the UK and sometimes for military operations.
(4) A QFE altimeter setting shall be provided to aircraft on request or on a regular basis in accordance with local arrangements.
The "in accordance with local arrangements" part also incidates that EASA has left it up to the individual local authorities to decide whether or not to use QFE - so it is unlikely that EASA has a common rule for this.
Both quotes are from SERA.8015