So does nobody in Europe use an EDR or intercepting proxy since GDPR went into force?
You can do it but you'd have to have a good case for it to trump the right to privacy.
It's not as simple as in the US where companies consider everything on company device their property even if employees use it privately.
I have found a definite answer from the Dutch Protection Agency (although it could be out of date).
https://english.ncsc.nl/binaries/ncsc-en/documenten/factshee...
You can do it but you'd have to have a good case for it to trump the right to privacy.
It's not as simple as in the US where companies consider everything on company device their property even if employees use it privately.