Given its oft-proclaimed calling as a peace project, the European Union can sound oddly bellicose when it sets about crafting policy. There are trade and fiscal “bazookas” to blast away crises, “silver bullet” solutions for every problem, and “nuclear options” to be used as a last resort. Yet in the absence of an EU army or even a police force, the pen-wielding Eurocracy rarely gets its hands on anything that looks like an actual weapon. The only exception—tellingly—is the club’s border-patrol agency. For over a decade after it was founded in 2005, Frontex agents wielded little more than whistles and...