I can give you a high-level overview, but I'd be happy to follow it with more precision, if you like, afterward.
From what I understand, once the sanctions announcements are made or approved by consensus—and they're made at the EU level—they are applicable in all the member states. However, in terms of implementation, each member state has to take its own steps in terms of implementation. This is due to the different types of competence in the EU system, with external affairs being at the EU level and the implementation at the domestic level. Anything, for example, that would deal with customs measures that need to be put in place would be put in place at the country level, at the member level, rather than across the board. Once there is a decision to impose sanctions, while it is effective for all member states, further steps need to be taken by the different member countries.