I have the US model, not sure what's the same for the euro one. I'll just offer some ideas, and you can take them or leave them.
1. Magnetic oil plug
2. Inspect the "doohickey" (balancer chain tensioner) Replace if broken or missing
3. Loctite every bolt not on the engine
4. Washable stainless steel oil filter (hey oil can be found just about everywhere, how about an oil filter for your bike?)
5. Bypass the kickstand switch
6. Open the clutch case and inspect/clean the oil screen located there (reportedly, it gets clogged)
7. Make sure you have the oil bypass pin running through the existing oil filter, if not replace or oil won't be filtered
8. Inspect the valve clearances. replace shims if needed
9. Carb vent re-route mod (some report problems with water crossings, rain, etc. before making this modification)
10. If you will be carrying a lot of luggage, make sure to strengthen the sub-frame connectors. These are prone to breakage.
11. Did I mention loctite?
The KLR FAQ will explain in better detail
http://www.bigcee.com/klr650faq.html#knownissues
For doing the valve adjustment, there's a video detailing it.
http://www.arrowheadmotorsports.com
Hope this helps. I just thought I'd through some ideas out there to get the topic going. Good luck on your trip. I'm sure you'll have a blast.