eval is ok if you can verify the user input. I would recommend creating a hash of allowed input, i.e., country codes:

my %code = ( au => 'AU', fr => 'FR' );
foreach my $cc (@country_code) {
   croak("Country code $cc is not available") unless exists $code{$cc}
+;
   eval( "require MyModule::$code{$cc}" );
   croak("Unable to locate MyModule::$code{$cc}") if $@;
}
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