I think you should be good. If not, like you stated, the return process is seamless.
Margiela runs true to size for me and I wear a 44EU, I drop a size in Balenciaga and Lanvin.
I would say the issue here are the increments on which shoe sizes are measured in EU vs. US sizes. They do not line-up perfectly as there is a conversion from millimeters (EU) to inches (US). There is a window where someone could be a 10, 10.5 or 11 is a size 44EU and that is why some people have to drop 2 sizes as opposed to one. I attached a chart below showing what I am talking about. My best advice if someone is unsure is to measure your foot in millimeters and go by that number as it will be far more accurate in your sizing.