How can an instance comply with GDPR if they're federated? - eviltoast

So if I understand GDPR correctly: If I want a service/business to remove all my personal data, they have to comply with it in a certain timespan or get in trouble with the law.

If I understand federation correctly: All posts get replicated on federated instances all over the fediverse.

My question: If I e.g. want lemmy.world to remove my data, all my posts etc are still up on lemmy.ml right? As they just have a copy of these posts?

Would I as a customer have to contact every single instance to get my data removed? Or how does GDPR compliance work with lemmy?

Or am I completely misunderstanding how GDPR works?