The main question is: do you want to buy some overlander's just-arrived bike with European plates and take it back to Europe?
Or do you want to buy a bike locally, register it in your name, and drive it to Europe?
In the former case, the difficulty is getting paperwork in your name that would let you take the bike across the Russian border. Maybe a notarized bill of sale will be okay, maybe not. Ideally you would get a new registration certificate with your name in it fedexed from the country of the plates - depends on the country, some places you have to show the bike to change ownership, some places you can do it remotely or give someone power of attorney to do it. (Some European countries easily let you buy a bike without proof of residency, some don't.)
In the latter case, you're probably going to have a Chinese knock-off of an old Japanese low-CC bike, and the question there is will you be able to get into the EU with it and register it there in your name. (Does the bike have EU type certification?)
In any case, from Mongolia you are talking exactly one border crossing into Russia and one more out of Russia into the EU (via the Baltics/Finland/Norway), if you don't go via Kazakhstan. Much less paperwork and no CdP.
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