EDIT: I didn't realize the anger this would bring out of people. It was supposed to be a funny meme based on recent real-life situations I've encountered, not an attack on the EU.
I appreciate the effort of the EU cookie laws. The practice of them just doesn't live up to the theory of the law. Shady companies are always going to find a way to be shady.
I think you report to your nation's Data Protection Centre, each member has their own that takes the reports. If I was still in the EU I would have put more time into finding out how reports work.
Yeah, either of the nation or your nation may have data protection officers for individual states/regions.