Can I buy some US treasury bills or notes ETFs (3 month to 5 years) with very low risk from the EU?

There are plenty of international bond funds that are hedged to Euro, so you are eliminating your foreign exchange risk. Just check what your broker has to offer. However, these will fluctuate in value as bond value changes. When interest rates rise at some point in the future, the value of current bonds will decrease and so does your bond ETF

There isn't an easy answer to your question because of the tradeoffs involved:

• An ETF or mutual fund can be dollar-hedged or unhedged, to your preference. But the fund price will fluctuate. At the end of your desired holding period, the fund/ETF price might be depressed.
• Buying individual bonds and notes will ensure that you get exactly the payments ($) and return of principal ($) that you are expecting. But this requires managing more positions and would also require managing a separate dollar hedge if you don't want currency risk (the risk that the USD/EUR rate will change significantly).