BRUSSELS—Europe’s fight to secure COVID-19 vaccine supplies intensified on Thursday when the European Union warned drug companies such as AstraZeneca that it would use all legal means or even block exports unless they agreed to deliver shots as promised. The EU, whose member states are far behind Israel, the United Kingdom, and the United States in rolling out vaccines, is scrambling to get supplies just as the West’s biggest drugmakers slow deliveries to the bloc due to production problems. As vaccination centers in Germany, France, and Spain canceled or delayed appointments, the EU publicly rebuked Anglo-Swedish drugmaker AstraZeneca for failing to deliver and even asked if it could divert supplies from Britain. European Council President Charles Michel said in a letter to four EU leaders that the EU should explore legal means to ensure supplies of COVID-19 vaccines it contracted to buy if negotiations with companies over delayed deliveries are …