I have checked your bug-link, Mike, but it did not help much. I believe I found the name of it, though, thanks to the hints from Alice; it seems to be a female Pholidoptera fallax (Fischer's bush cricket), which has a slightly curved oviposititory which is up to 13 mm long. The location is also right, according to Wikipedia, it is mainly present in Austria, Belgium, France, Italy, Romania, Greece, Slovenia and Switzerland.
The family they belong to (Tettigoniidae) are primarily feeding on small insects, so it seems as if they may be useful in the garden.