Less than a dozen interceptors will not significantly blunt a Russian counterattack, even if they all function perfectly. They would need several hundred interceptors to do that, and a massive increase in the number of controlling radar systems.
Pray they never have 20. The European defense shield is designed to handle Iran having only a couple nuclear missiles at most. The worry is that they could use the existence of those missiles to hold Europe hostage in order to prevent anyone from pulling a Desert Storm when they attack a neighbor like Saudi Arabia. Iran is the military powerhouse in the Persian Gulf, their population exceeds all the others combined. Without the threat of USA or EU intervention they can easily take over.
Most likely interception will be over the Ukraine, but above the atmosphere so it is out of their airspace. Technically that makes it legal under Space Law.
Do you mean if an Iranian launched nuclear tipped missile flying over Russia is destroyed by a NATO interceptor that is an offensive action by NATO, not Iran? Turning that argument around -- Does that mean that an Iranian nuclear missile detonating in Europe after overflying part of the former USSR should trigger retaliation against Russia, not Iran?
Sounds awfully irrational to me.
The Ukraine may be in the Commonwealth of Independent States, but it is its own country and thus not Russian territory. If the missile were intercepted low enough as to be in Ukrainian airspace, it would be a Ukrainian problem rather than a Russian problem. If it were a Russian missile, then of course Russia would presumably already be a belligerent and thus Ukraine (and/or Poland, if that's the intended target) would be right to complain. If the interception is in outer space, then that's international territory and thus it should be a matter for the shooting country and the target country.