First, your date format is wrong — the second line should be [dateFormatter setDateFormat:@"yyyy-MM-dd'T'HH:mm:ss.000Z"]; — that is, you need the ss. after the mm: but before the 000Z. This will give you the correct NSDate.
Next, you need to create a new date formatter with the format @"dd.M.yyyy" (or @"d.M.yyyy" if you want to remove the leading zero if the day is a single digit as well) and call stringFromDate: on that for the NSLog.
Just to recap, the whole chunk of code would be
NSDateFormatter *dateFormatter = [[NSDateFormatter alloc] init];
[dateFormatter setDateFormat:@"yyyy-MM-dd'T'HH:mm:ss.000Z"];
NSDate *theDate = [dateFormatter dateFromString:stringDate];
NSDateFormatter *printFormatter = [[NSDateFormatter alloc] init];
[printFormatter setDateFormat:@"dd.M.yyyy"];
NSLog(@"%@",[printFormatter stringFromDate:theDate]);
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solved Using NSDateFormatter in objective-C [duplicate]