Your MEPs are likely part of a parliamentary group with foreign politicians and coordinate with them on policy.

If your commissioner and MEPs have been solidly opposed to a policy there might not be much you can do. But do you know that that’s a case? Many governments tend to blame unpopular proposals on the EU while the commissioner that they themselves chose vote in favour.

Push your own politicians to talk to them. Most serious EU Parliament groups are trans-national.

It's like asking what can you do about parliamentarians elected in other districts.

That's always problematic. The best shot you have is pressure your own politicians (at whatever level) to try to strongarm them.

For example, US policy has quite a lot of influence on me, but I can't vote for US politicians. Or Russian policy, for that matter.