That's the one.
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That's the one.
The story of a boy and his dog. And a lot of buttons.
Panic for Sega CD?
You got it.
A Sonic-like computer game developed in Europe.
Fire and Ice? Jazz Jackrabbit wasn't European even though a lot of the staff was, I don't think..
EDIT: Superfrog?
Superfrog's it.
It's kind of like Lode Runner, but you can fly.
Jetpack Santa (or whatever it was called) ?
Close enough. There was a non-Christmas version of the game, and that's what I was thinking of.