90% of the people who are upset, in our experience, are from the UK. They have a very low threshold and I think only recently did they start rigidly enforcing it, so it surprises some people.
If you've got it in your policies and your note to buyer, I don't know that there's much else you can do, except sympathize with your customers when they are upset (without taking the blame, of course, for a tax that their government is imposing on them).
Etsy will remove any reviews about customs fees, so if it comes to that you have some protection.