Looking at Markit spreads, when both USD and EUR spreads are published, then usually (not always) either they are exactly the same, or differ only by 1-2%. I think this means that many contributors just submit the same numbers for USD and EUR spreads.
However for a few names the spreads differ a lot, most notably EUR-denominated protection on Italy sovereign has been order of 1/2 of USD-denominated protection, because of the assumption that a credit event would cause EUR to devalue against USD.
I can't think of a corporate name whose credit event would have such a profound impact on EUR (maybe EADS?), but if you can think of one, then you might want to avoid assuming that its USD and EUR spreads are the same.