Found this living larva in broccoli from a store. It was about 10 mm long. It was in july this year, and I don't remember the country of origin for the broccoli. A bit of googling makes me think it could be a Pieris rapae, but I don't know if there are any similar species.
edit: Even if I don't know the origin of the broccoli, I assume (and hope) it was grown in Europe since I got it in Sweden.