As for the matter of CE, that is self certification as mentioned above. Only for a few things you have to go through so called notified bodies, but not for low voltage products. You are however responsible when something later on doesn't appear to be conform regulations such as EMC.
I only sold to professional clients, so it's less of a risk there.
The CE mark does not indicate "self certification', as certification indicates accreditation, it only indicates some dear soul on the planet has published a Declaration of Conformity for that product. As as a resident of an EU state, this (non subtle) difference may help you avoid fines. The EU's 'NLF' style directives provide increased market surveillance and oversight along with additional authority to fine the signatory on the D of C. If there is no D of C for a CE-marked product, and there is no Technical Construction File to provide a basis for the presumption of conformity, then it can be become a criminal matter, depending on the whims of the local regulators. And this is, in fact, the situation that the good people in Brussels intended.
As this babble is being typed, my employer has customers in Ireland and Germany that are facing fines and (probably) the eventual posting of the product on a list that will essentially ban the product from the EFTA, because they did exactly what I told them not to do. To quote the fine young man in Germany - "He is an American engineer not qualified to comment on such issues that would apply to our regulations."
To others reading this crap that are not using the wondrous and obscenely fun PJRC products only for internal projects. North American regulations all require that electrical equipment that is for sale and for use in the workplace bear the mark of an NOM/NRTL/SCC (Mexico/US/Canada) accredited lab. The EU requires that all products offers for sale ("placed on the market") meet the essential requirements of the scoped directives. The new Low Voltage and EMC directives (effective april 2016) will reduce some of the previous category exemptions. The onus is on the manufacturer to determine scope.
Finally simplified some definitions.
1. Conformity - quality of a product, the model ABC conforms to standard x.
2. compliance - quality of a company, XYZ Corp complies with regulation x.
3. certify/certification - statement of assessment per a properly scoped standard/regulation/directive
4. accreditation - statement of assessment on the competence of a body and/or individual
Sources to tame this madness
1. The IEEE Product Safety Engineering Society has an active listserv, where all manner of regulatory issues are discussed, to include energy eff, EMC, chemistry, physics, and safety.
2. There are several more specialized LinkedIn groups that are more speacilized, but frequented by experts.
3. NRTLs and SCCs such as CSA, ETL, MET, TUV Rheinland, and UL have extensive information on websites and do frequent webinars on various compliance and regulatory issues.
4. Not legally binding, but the EU publishes the authoratative 'Blue Guide'
http://ec.europa.eu/DocsRoom/documents/4942/attachments/1/translations/en/renditions/native
5. OHSA requirements, per the NRTL program, are found in 29CFR1910.