Postdoc Fellowships Collision
I think this is a situation where you should try to 'have your cake and eat it', that is try to do both. 

If you get the Marie-Curie it usually comes with the stipulation that you should start it at some point in the next 12 months, chosen at your convenience. So you have some flexibility there but presumably not quite enough to just start it at the end of the university fellowship. The university on the other hand could be more flexible and should also be willing to be so as a Marie Curie fellow is prestigeous for the university as well. So if you do get the Marie Curie, I would suggest to go to the funding office of the university and ask them whether you can pause your university grant for the duration of the Marie Curie fellowship. It seems quite likely to me that they will accept such a proposal. 

Best of luck with the fellowship applications.