Same! i get red marks and then after a day they die down and then i get stubble! what i tend to do is either wax as i get red marks which die away in a few days, but it takes longer for the stubble to grow back.
or i have a really hot bath and then pluck the majority of the hairs around the edge and the top out and just shave my lips
(oh and not all us europeans are hairy
)