This all has been adressed in one of the largest treads her about blacklisting.Then we got the flexible way by Shumkov but it limited to 64 KB file.
http://forum.mikrotik.com/t/blacklist-filter-update-script/89817/1
Removing one address in a big address-list is very inefficient. If you make changes in a current address-list create ‘delta’ with you changes.
Importing a new list is removing the whole list, import the delta and then the new list. The delta entries are no overwritten when you use on-error.
O, if you want to exclude a number of countries then you could turn that around and just define which countries you want to accept and exclude the rest.