As of 2021, the following countries do not have mandatory SIM card registration laws: Bosnia and Herzegovina, Croatia, Czech Republic, Denmark, Estonia, Finland, Iceland, Ireland, Latvia, Liechtenstein, Lithuania, The Netherlands, Portugal, Romania, Serbia, Slovenia, Sweden, United Kingdom.
Buy a KYC free SIM card from one of these countries und use it in your country in roaming. Plus, when you use a SIM in roaming, the local network operator won't be able to see your mobile number, just the country your SIM is from.