A B777 CREW ARRIVING SAEZ; ENTERED A HOLD TO GET SET UP FOR THE APCH; CONTRARY TO ATC'S WISHES.

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I FLEW MY FIRST TRIP DOWN TO EZE LAST WK. ON THE WAY DOWN; BOTH THE CAPT AND EXPERIENCED FO REMARKED THAT EZE APCH ALMOST ALWAYS TELLS YOU WHAT APCH TO USE AT THE VERY LAST MIN. THE FO SAID THEY USUALLY SEND YOU TO ARSOT AND HAVE YOU HOLD; AFTER WHICH THEY GIVE YOU AN APCH. LAST WK BOTH THE CTR AND APCH HAD TOLD US THAT WE WERE CLRED TO ARSOT. ABOUT 50 MI FROM ARSOT; APCH THEN CLRED US TO THE VOR. EVERYONE ASSUMED THAT WE WOULD THEN BE VECTORED FOR THE APCH. 5 MI FROM ARSOT; APCH CLRED US FOR APCH #7 WHICH I BELIEVE IS THE VOR TO RWY 11. SINCE WE WERE APCHING FROM THE N; THE CAPT PUT IN THE HOLDING PATTERN SO WE COULD GET ALIGNED WITH THE APCH. OBVIOUSLY; WE HAD NO TIME TO BRIEF OR TO PLAN; SO IT WAS A BIT FRANTIC GETTING READY. ABOUT 15 SECONDS AFTER WE TURNED E; APCH CALLED US AND ASKED US WHAT WE WERE DOING. THE CAPT REPLIED THAT WE HAD ENTERED THE HOLD. APCH REPLIED THAT WE WERE 'NOT AUTH TO DO THAT' AND WE SHOULD BEGIN THE APCH IMMEDIATELY AS THERE WAS TFC RIGHT IN FRONT OF US. FORTUNATELY; WE WERE VFR AND WE COULD SEE THE TFC AND TURNED BACK TO THE VOR TO BEGIN THE APCH. WE COMPLETED THE APCH WITHOUT INCIDENT; BUT IT WAS HIGH WORKLOAD AS WE WERE STILL STRUGGLING TO GET EVERYTHING SET UP. NOT THE SMOOTHEST WAY TO DO AN APCH ON MY IOE. MY CONCERNS ARE TWOFOLD: 1) WHY IN THE WORD DOES EZE APCH WAIT UNTIL THE LAST SECOND TO ASSIGN AN APCH? THAT NIGHT AT DINNER THE 2 OTHER CREWS AGREED THAT THIS IS CONSISTENT DOWN THERE. THIS IS PLAIN UNSAFE. 2) EZE APCH'S FAILURE TO UNDERSTAND ICAO PROCS. THEY WERE EXPECTING US TO TURN W AND BEGIN THE APCH WITHOUT BEING WITHIN 30 DEGS OF THE OUTBOUND COURSE. EITHER I AM MISSING SOMETHING; OR THIS IS BOTH WRONG AND VERY DANGEROUS. HAD WE NOT BEEN VFR; THE TFC WOULD HAVE BEEN A FACTOR AS WELL.