BRUSSELS—The European Union’s border and coast guard agency is being given additional tasks, like playing a greater role in the deportation of migrants, at a time when it is incapable of even fulfilling the duties it was ordered to carry out five years ago, the European Court of Auditors warned Monday. The 27-nation bloc began bolstering Frontex, and desperately testing new migration policy, after well over 1 million migrants entered Europe in 2015, overwhelming reception centers and sparking a major political crisis about who should take responsibility for them. That dispute continues today. Frontex is set to become the biggest and most heavily funded EU agency with some 10,000 officers and an annual budget around 900 million euros ($1.1 billion). The agency had 45 staff in 2005. Presenting a report on the agency’s work helping EU countries manage Europe’s external borders, lead auditor Leo Brincat told reporters that “Frontex is …