Possible Clues:

• Self-governing principality in Pyrenees
• Choice beginning to rattle a small country?
• Tiny country in the Pyrenees
• Mountainous country that's also superfluous in Scotland
• Country road ran all over the place
• Expression of alternative artist in European country
• Small republic between Spain and France
• Tax haven, also area storing gold, right?
• Country Dan cultivated left over in Scotland
• 'Who said 'Ay, mum's the word'? / -- to willow' (de la Mare)