Should their first move be an invasion of Russia?
what no
I'd prefer if we didn't have another world war.
Besides, isn't this what NATO is for? Shouldn't the EU be more concerned with economy?
It would be suicide anyway. To make up for their perpetually lackluster military pro-USSR, Russia has made it clear that they will use nuclear weapons if met with overwhelming conventional forces. I would think a large military group blowing past their border would count 
Speaking of Russia's conventional arms, it's really a bizarre topic. On one hand they have a sophisticated military industry, especially for external markets, but at the same time they don't manufacture some essential spare parts needed for maintenance of their own arms. They were operating under "lol, why manufacture if we can just buy it?", and then sanctions came...
