No need. This will automatically take place on 15/5/2017. You won’t notice a thing. If you still have an active data roaming package on 15/5/2017, it will remain active until you’ve entirely used it or until it expires.
But what if… on 14/5 - 15/5 you’re not at home, but instead travelling one of these EU countries? In that case, it’s needed you reboot your device after 00h01 on 15/5. Deactivating roaming costs will be fully automatic if you’re in Belgium, but if you’re roaming at that moment, a quick reboot will make it happen for you too.