In any sort of mountainous Europe, or anywhere else, there is one road through the valley. The side roads will either be dead ends that go up some ravine, or else steer back to the main road.
Any side road advantageous to a cyclist (good pavement quality, shorter distance) will have cars, unless it's brand new and nobody knows about it.
You have to find the good side roads which are not usable to drivers, due to, say, obstacles that a cyclist can get around easily. If it's not obvious from the entrance to that road, you will need local knowledge.
There is always a risk that if you go down some random side road, you may be backing out to where you started.
Riding on roads outside of city limits isn't such a big deal that you'd bother, in the first place. It depends on the exact conditions. What is the visibility like? (Curve with rocky wall on one side, precipice on the other? Or field?) How wide is the paved shoulder? What are the speeds like?