Because Tableau geocoding matches rows to a single geography, you would want to start with additional rows with the separate countries (e.g., instead of one for row for Benelux, having multiple rows with Belgium, Netherlands, Luxembourg). I think the best option for making this work the way you want is to take advantage of custom territories in Tableau (Quick Start: Create Custom Territories on a Map ) - create a table with the list of all countries and their corresponding territories. Add that into Tableau, create the custom territories and join in your data table to map. Creating your own table of how the markets are mapped to countries will be the most flexible, because your definition of what is included in 'Eastern Europe', for instance, may differ from someone else's definition.
I hope this helps! Let me know if you need more details on custom territories to make this work.