Попробуйте с этим шаблоном:
const myCountries = ['en', 'ro'];
const data= [{EN: "England"}, {RO: "Romania"}, {DA: "Denmark"}];
const getCountriesOption = () => {
const countriesOptions = data.map(
country => ({ value: Object.keys(country)[0], label: country[Object.keys(country)[0]] }))
return countriesOptions;
}
// All options
console.log(getCountriesOption());
// Only my countries
console.log(getCountriesOption().filter(
obj => myCountries.includes(obj.value.toLowerCase())));