I have only a small amount of European CE certification experience and that was long ago. But, as soon as your supply is non isolated the equipment MUST be entirely "double insulated" and is in about the same class as the inside of a toaster that uses electronics. As you can buy electronic toasters in Europe it's obviously doable. Looking at how they achieve it may be instructive, but ...
Agh! Just looked up ROHM IC on Digikey.
Horrendously priced - $US4.50/1000 !!!.
My query would be, why make it non isolated?
The method of operation of the ROHM device is not obvious from the "datasheet". It is either a clever but nasty near-zero-crossing-gating type circuit or a buck converter. Either way, you can almost certainly make an electronic converter that is not much larger, not much dearer and fully isolated. The TOPSwitch type devices and their several emulators come to mind.
What Wattage do you want?
For about $US0.70/1000 Digikey you get eg the TOP252-PG which is good for 9 to 15W at 230 VAC or more (model Wattage unclear from datasheet).
The basic circuit can be as seen below. The final circuit can be nastily worse - up to you.
A small iron transformer starts to be almost attractive :-).
I have seen isolated electronic 'high frequency" supplies which were utter simplicity. One made to operate a 12V, 4A Peltier cooler used what looked to be a one transistor oscillator and a few low voltage side transistors. Given enough cleverness a supply that was simpler than the Topswitch type design should be possible BUT the preponderance of "proper" smps in wall wart and similar use suggests that the current typical approach is econpmic enough.
Why non isolated ?
What power level?
What price constraints?