Hi there - if they are both called utrogestan then they should be exactly the same - check the PIL in the box for the ingredients list. However there are different doses. In UK the ones now for menopause are 100 mg and these are the small round ones. There are vaginal ones for fertility which are bigger, oval and more squashy and these are 200 mg. These used to be available for HRT but for some inexp,licable reason no longer so those on 200 mg dose need to use 2 x 100 mg of the tiny hard balls! The dosages are here:
https://www.menopausematters.co.uk/to_progestogens.php ie 2 x 100 mg for 12 days per cycle for peri and 100 mg daily ( or days 1 025) for post-meno.
Also the formulation changed a while ago and I presume that was the same for all versions - it used to be suspended in arachis ( peanut) oil but was changed some years ago ( fairly recently) to sunflower oil. The UK ones should all be sunflower and there should be no burning compared to European ones if they contain same ingredients at the same proportions. I've just checked the ingredients on a French site and they are the same for the 200 mg Utrogestan as the UK 100 mg (small balls). They are made in France anyway. The 200 mg ones are designed to be used orally or vaginally.
In haste as off to bed so hope this helps and hope burning goes away!
Hurdity x