Data SIM cards for touring Europe, anyone?

Hi everyone, has anyone experience of getting a pay as you go data SIM card in Europe? I am about to tour France, Luxembourg and Germany and want to use my iPad mini. I find that purchasing wi-fi on campsites is expensive, and it is a nuisance to log in and out each time I use it. I looked on the Apple website and there dosn't seem to be any carrier that goes across national boundaries, which is strange given we are all supposed to be in the EU.

Thanks !! Maybelle