If I’m nymphing in the Winter, unless it’s on a pure limestone spring creek (think like the Cumberland Valley limestoners), one of my two flies in my rig is always an egg. Probably 85% of the time the other is a big heavy Stonefly.
Keep it simple in Winter. No need to match what nymphs are active. Something middle of the road and heavy. Getting down to the bottom is more important than fly selection in Winter IMO.
I’ll let some other guys chime in on the Euro Nymphing piece. I still tend to like to use a bobber in most situations.