I feel like if there is a border problem with illegal entries to the EU, we don’t solve it with tightening border security of individual countries.

This is something the EU members have to solve together and maybe countries with less or no outside EU borders have to support the border security of those who have.
Send contingents of border guards to the outside borders to support those countries to strengthen their borders to non EU countries. An international EU wide collaboration on border security is needed in my opinion.