The European Union's decades-long reliance on Russian gas was exposed when Russia invaded Ukraine and further weaponised its gas supplies in 2022, resulting in a price shock. Countries reliant on Russian gas varied significantly in the pre-shock period, with some countries nearly fully and some slightly dependent. This study tests whether higher dependency countries experienced higher energy inflation. The study uses a panel of 25 EU member states across 2018-2024, where pre-crisis dependency in 2020 serves as a continuous treatment variable estimated using a two-way fixed effects difference-in-differences model. The baseline models using energy inflation as the dependent variable yielded a consistently positive but statistically imprecise relationship between dependency and energy inflation. In contrast, specifications using overall HICP as the dependent variable showed a positive and significant association across all models. The imprecise energy HICP result is consistent with the possibility that fiscal interventions limited observed energy prices in high-dependency countries, which would attenuate any dependency gradient in the energy component. As fiscal interventions are not directly modelled, the mechanism is interpreted institutionally rather than tested empirically.