Can you be more specific? I live few kilometers from EU outer border with a hostile country, but have never seen or heard of such paneuropen guards. AFAIK paneuropean is only a law which requires every country to guard all their borders, and only non-national military we have is NATO.
Frontex (http://frontex.europa.eu), its more of a co-ordination agency, but it does I believe have its own staff on secondment to it.
It was established in July 2016 to replace Frontex and national border guards, as response to the refugee crisis: