Rolf, you want a low carbon rolled steel, in annealed condition. I'm not sure where you look in Europe for such materials.
Scrap may be your best source if you can't buy new. 3mm that has been bent or formed is a good indication of the malleability of the steel.
Lock plates are often cast of 4130* steel, which is a medium carbon steel that can be case hardened, or through hardened for toughness. It can be annealed, after which it should engrave fine. *or one of the 41XX series steels.
Cobalt High Speed Steel gravers will give great results, with long life between sharpenings and resist chipping of the cutting point much better than regular HHS.