Well with all European groups he recorded: Mal Waldron Trio (1966) Ursula (1969) Blood and Guts (1970) A Little Bit of Miles (1972). Of these Blood and Guts is the most essential. Thats such a great one.
There are also a lot of albums with great European players on them. The ones I'd reccomend best are:
Free at Last, 1969, with Isla Eckinger from Switzerland.
The Call, 1971 with Eberhard Weber from Germany
Black Glory, 1971 with Pierre Favre from France
Hard Talk, 1974 with Manfred Schoof from Germany and again Isla Eckinger
One Upmanship, 1977 with again Schoof
No More Tears for Lady Day, 1988 with Paolo Carduso who is Brazilian born but lived in Germany
From Dark into Light, 1994 with the excellent tenor saxophonist Nicolas Simion from Romania
Misterioso from 1998 with again Nicolas Simion
One More Time from 2002 with Jean Francois Jenny Clarke from France
You might like to check out my blog on Mal Waldron: https://snake-out.blogspot.com/2020/12/all-reviews-in-chronological-order.html