Roaming provides users with voice and data connectivity when traveling abroad. This is particularly the case in Europe where the "Roam like Home" policy established by the European Union in 2017 has made roaming affordable. Nonetheless, due to various policies employed by operators, roaming can incur considerable performance penalties as shown in past studies of 3G/4G networks. As 5G provides significantly higher bandwidth, how does roaming affect user-perceived performance? We present, to the best of our knowledge, the first comprehensive and comparative measurement study of commercial 5G in four European countries.Our measurement study is unique in the way it makes it possible to link key 5G mid-band channels and configuration parameters ("policies") used by various operators in these countries with their effect on the observed 5G performance from the network (in particular, the physical and MAC layers) and applications perspectives. Our measurement study not only portrays users’ observed quality of experience when roaming, but also provides guidance to optimize the network configuration and to users and application developers in choosing mobile operators. Moreover, our contribution provides the research community with the largest cross-country roaming 5G dataset to stimulate further research.