Well, there are multiple approaches, but here's one that worked well for me: when I purchased a home in the country where I now live, and the mortgage lender asked for a credit report from the (high-privacy) country where I lived the longest, what they got was a letter from that country's central bank listing the penalties for requesting that information. Up to and including jail time.
Suddenly the credit report was no longer a prerequisite to the mortgage.
Suddenly the credit report was no longer a prerequisite to the mortgage.