I´ve set up two accounts on Coinbase now, and both times I was asked to introduce my residence country and then a phone number. The country code of the phone was automatically set, and after filling in all the information there was sent a Code to the related phone in order to validate my information. So unfortunately there was no chance to skip that step.
If things don´t work like this, I will apply for a Spanish driving licence which will take me one day at the administration´s office. Then I would have a Spanish ID which I could use to validate my Spanish account.
There is always a way if you really want something! :))