The only pain is I get a welcome message within a few minutes/hours of landing which is worrying as I am mostly on the motor way and it distracts my concentration.
I also have a Vodafone PAYG mobile (UK sim). Last year I was on a ship sailing from Greece to Northern Italy (a 22 hr. trip). At 2am, asleep in my cabin, my mobile started ringing and woke me up. Worrying there was some kind of emergency at home, I found it was a message from Vodafone saying “Welcome to Italy”. I was so angry I couldn’t get back to sleep for ages. Like you Shakeel, I then also had them everytime I crossed a border while driving back to UK. Annoying!!
When I complained to the Vodafone shop once back in UK and asked if there’s anything I could do to block them, they said it’s automatic and can’t do anything to stop them. Am wondering if Vodafone charge us for receiving these ‘overseas messages’.