European Law requires that countries run elections to the parliament in accordance with their own election systems. If the breach of UK election law was significant enough to disqualify some of the candidates or parties, then not only would the candidates be breaking UK law, but also the UK would be breaking EU law.
The candidates would have to be withdrawn and a special election held. There is a provision for a by-election to be held for vacant seats in the European Parliament, if the seat cannot be filled with candidates from the party list. This could happen if an independent MEP died in office or if a party was found to have so seriously broken election law that their candidates were unable to take the posts.