“The EU must put pressure on him to go,” said Caruana Galizia’s sister, Mandy Mallia, who took part in the demonstration. “[Yorgen] Fenech wasn’t acting alone.

Separately, Matthew Caruana Galizia, one of the journalist’s three sons, described the EU’s response to the scandal as “a huge letdown”, although he focused his criticism at the European commission, which is responsible for upholding European law, rather than MEPs.

“There has been pressure from the European parliament, but the response from the European Union has been hopeless, it has just been a huge let down,” he told the Guardian.

At a valedictory press conference on his last day in office as European commission president, Jean-Claude Juncker declined to comment on the situation in Malta, claiming he didn’t have the details. Juncker said he was “highly concerned” about the rule of law in more than one EU countrywithout going into specifics.

Matthew Caruana Galizia cited this as an example of the commission’s “abysmal” approach to Malta, adding he expected more from Juncker’s successor, Ursula von der Leyen, who took office on Sunday. “I expect them to come down like a tonne of bricks, especially after Juncker’s failures. He was abysmal.”

The Maltese political crisis is an early test for Von der Leyen, who is under pressure to show that she will not allow EU member states to undermine the rule of law.

The commission has called on Malta to establish an independent public prosecutor, after experts at the Council of Europe raised a red flag about the separation of powers.

That issue was discussed in a phone call between European commission vice president Věra Jourová and Bonnici on Monday, while Jourová told an FT conference that failure to implement judicial reforms could trigger an EU sanctions procedure, known as article 7.

During the call Jourová also said that the Caruana Galizia murder investigation had “to be brought to a conclusion without any political interference” a commission spokesman said on Tuesday.

Muscat has promised to stand down in mid-January to allow the Labour party time to pick a new leader. The Caruana Galizia family have called for an investigation into Muscat’s role after investigators alleged there were links between his chief of staff, Keith Schembri, and the man accused of organising the murder.

Schembri resigned last week and was then arrested and later released from police custody without charge. He is alleged to have links with Fenech, Malta’s richest man, who has been charged with complicity in the murder. Konrad Mizzi, who had been accused by Caruana Galizia of corruption, also quit his post as Malta’s tourism minister last week.

Muscat, Schembri, Fenech and Mizzi all deny wrongdoing.