To date Brussels has threatened sanctions against Italy, Israel, the Saudis and Iran, for various reasons.
The EU also threatened sanctions against Poland and Romania for hosting CIA jails. So Brussels certainly does have leverage, and is willing to consider using it.
But Brussels didn't threaten sanctions against any of the countries which sent troops to Iraq. In fact there was a Press Communiqué in 2004 which said:
The EU and the GCC stated their determination to assist the Iraqi people as they enter a new era in the history of their country. The EU and the GCC expressed concern about the security situation in Iraq, noting that this remains a major impediment to successful political and reconstruction processes. They condemned all violence and terrorist attacks, including the kidnappings and brutal murder of hostages. They deplored the taking of hostages in all circumstances and called on those responsible to release immediately and unharmed all remaining hostages and to desist from any further such activity. The EU and the GCC expressed their abhorrence at recent evidence of mistreatment of prisoners in Iraqi prisons. The EU and the GCC condemned any instances of abuse and degradation of prisoners in Iraq, which are contrary to international law, including the Geneva Conventions. The EU and the GCC welcomed the commitment by relevant Governments to bring to justice any individuals responsible for such acts involving the abuse of Iraqi detainees, and their commitment to rectify any failure to adhere to international humanitarian law.
The EU and the GCC expressed concern about the security situation in Iraq, noting that this remains a major impediment to successful political and reconstruction processes. They condemned all violence and terrorist attacks, including the kidnappings and brutal murder of hostages. They deplored the taking of hostages in all circumstances and called on those responsible to release immediately and unharmed all remaining hostages and to desist from any further such activity.
The EU and the GCC expressed their abhorrence at recent evidence of mistreatment of prisoners in Iraqi prisons. The EU and the GCC condemned any instances of abuse and degradation of prisoners in Iraq, which are contrary to international law, including the Geneva Conventions. The EU and the GCC welcomed the commitment by relevant Governments to bring to justice any individuals responsible for such acts involving the abuse of Iraqi detainees, and their commitment to rectify any failure to adhere to international humanitarian law.
This was in a formal statement by official representatives of the EU, speaking for the EU.
So it's not impressive that it doesn't read like a forceful condemnation of an illegal war and occupation, or of a government which had been saying since 2002 that the Geneva Conventions didn't apply to its interrogators.