There's different things involved here:
To introduce an electronic device to the EU market, you will need some certifications. I'm not an expert, and you will have to see an import attorney or something similar to get the legal stuff sorted out, but the things from the top of my head are:
CE certification. That's essentially a document that says that you, yourself, guarantee the device adheres to standards. Depending on the type of device, these are different standard. You kind of picked the worst kind of device, it falls into a few of the hardest categories:
- consumer device: Needs to be generally safe to handle.
- attaches to the power outlets: Most device suppliers elegantly work around this by not building their own power supplies, but buying CE-conformant supplies that someone else builds. For you, that's not an option, because the core of your application is switching outlets. So, make yourself familiar with the regulations that CE has for such devices. I'll be honest here: most pictures of China-sourced relay boards that I've seen probably cannot be certified legally; clearances and creep distances just seem too small.
- integrates transmitting radio hardware: Your things are based on WiFi and/or other wireless standards. Thus, the transmitters need to adhere to the radio regulations. You will need to know how to bring your devices into a test mode, and you will need a certified RF lab to test them for conformity with radio regulation. That's costly. You can avoid that by only using non-modifiable, pre-certified radio modules only.
- Handling of electronic waste: If you want to sell a device in the EU, you have to pay for the disposal of electronics. It's a rather complex system, but in essence, for every ton of devices you sell, you'll have to pay for the disposal of a ton of devices. You also need to document that all your device's components adhere to RoHS guidelines. That, for example, means that your chinese boards must not be soldered with lead solder, and that the manufacturer guarantees that.
Aside from these mandatory certifications, you said you wanted someone to certify your device is especially safe. That's a good idea! There's TÜV Rheinland which does device testing and certification. The "GS" (for "geprüfte Sicherheit", tested safety in German) logo is a popular one and acts as advertisement logo, too.
As a general note: Generic IOT devices are a hard market where you compete with much larger companies that have very much lower legal and waste handling costs per device than you have. You have no distribution channels – while these devices are sold by the millions through supermarket chains. More than the legal and engineering problem that you'll be facing, I'd be worried about the economic aspects of this. Can you really sell your devices at even remotely competitive prices, competitive reliability and service? Consumer electronics is a hardly-fought battleground with low profit margins, and unless you have a unique value proposition for that market, I'd not try to enter it with something that established manufacturers can produce and sell by the millions.