Thousands of dairy farmers, accompanied by hundreds of tractors, descended on the Belgian capital on Monday for two days of demonstrations.
Disruption has continued, with EU officials hindered from reaching their offices by tractors blocking roads.
Farmers want an increase of up to 25% in their prices to cover costs.
EU milk is often sold at below production costs due to a drop in international demand and increased competition.
The European Milk Board (EMB), which is coordinating the protest, says small farmers are being forced out of business.
In Belgium, for example, the wholesale price for a litre of milk is 0.26 euros ($0.34) but the cost of producing it is 0.40 euros, the board said.
The EU is the world’s largest milk producer and in 2010 nearly 47% of its 123 billion euro budget went on subsidies and other forms of financial aid for farmers, including dairy producers.
Police guarding the European Parliament found themselves being squirted with jets of milk on Monday as protesters directed hoses at the building.
A trailer of hay was set alight on the nearby Place du Luxembourg, where a mock gallows was erected with what appeared to be a hanging dummy of a farmer.
“Politics are really killing us,” Belgian farmer Julien Husquet was quoted as saying by the Associated Press news agency.
“It has to change very quickly at the European level. The way it is going, we are in big trouble.”
“It’s very simple: you can’t live off milk anymore,” French farmer Leopold Gruget told AFP news agency.
“If I go on, it’s thanks to European aid… If they do it [phase out subsidies] there will be no more small and medium producers here in five years.”
Some of the largest farmers’ contingents have come from Denmark, France, Germany, the Republic of Ireland, the Netherlands, Poland and Spain, the EU Observer reports.
Erwin Schopges, head of the EMB in Belgium, said Tuesday’s protests would be “symbolic” and calmer.
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