Along the southern frontier of the European Union, a small but growing number of aspiring jihadists are blazing trails by road and ferry to Syria’s battlefields, sidestepping heightened airport security and slipping through the holes in Europe’s intelligence dragnet.

Some fighters follow meandering bus routes through several countries en route to the more loosely guarded border of Bulgaria to Turkey. Others engage in what authorities call “broken travel,” using family visits or holiday destinations as an initial leg to mask...