VAT should be done by AliExpress now, at least that is how I understood it.

Sadly it's only limited items, but you can also filter for just items that they have in their EU warehouse.

I recently bought some stuff (Ps2 controller etc) and it was still cheaper including shipping and duty then to order it in EU. Package was checked by customs.

Same problem here. In my country at least, the handling fees for the local shipping are around USD10, you can avoid those using a courier but that shipping method is much more expensive.