I know most of them ended up in plantations in Brazil or the Caribbean, but did Europeans bring slaves back to Europe? Either as a household slave or laborer? I assume free labor was still desireable in Europe as much as it was in the colonies.
Yes, they bring.
First of all, I would like to apologize for my English, I'm a Brazilian historian still improving my English knowledge, so my write will not be too much academic.
Portuguese historian Filipa Ribeira da Silva wrote a great article about this specific subject. Unfortunately it is in Portuguese, but you can access it here
Ribeiro points that, arround 1520, something between 15% and 20% of Lisbon population and 10% of Valencia and Sevilla population was made by african people. In that sense, enslaved traffic for Europe is even older than to Brazil, where enslaveds start to came in huge amount in the late XVI.
Function of enslaved varied. They could work in rural areas, in private houses or in public and commerce functions. Ribeiro points that immigration of Portuguese and Spanish to Americas, considerable amount of people working in navigation, expulsion of Jews, Cristãos Novos and Muslims and the beginning of Inquisition policies created a demand of manpower, partially supplied by enslaved. One concrete example is the number of Africans and Indians arriving in Lisbon after 1755 earthquake, to work in city reconstruction.
According Trans-Atlantic Slave Trade Database 4.515 enslaved arrived in Portugal along XVIII. In 1763, the year that slavery was abolished in Portugal, Ribeiro estimate that arround 15.000 enslaved came to Portugal since the beggining of traffic, in late XV.
Not all of then was Africans, origin tend to vary according as Portuguese Empire expanded. Using records of enslaved arrives in Portugal between 1756-1763, Ribeiro could draw a small profile. In that period, 67% of enslaved was male, 64% adult and 48% was defined as "Indian Blacks", most of than came from Goa. About 28% of this amount came from Brazil and 24% of Africa.