BRUSSELS—EU leaders voiced frustration on Thursday over a massive shortfall in contracted deliveries of AstraZeneca COVID-19 vaccines, as a third wave of infections surged across Europe. With inoculation programs running far behind those of Britain and the United States, the bloc’s executive warned that vaccine exports by the British-Swedish company would be blocked until it delivers the shots it promised to the EU. “We have to and want to explain to our European citizens that they get their fair share,” European Commission President Ursula von der Leyen told a news conference after a video-conference summit of the European Union’s leaders. “The company has to catch up, has to honor the contract it has with the European member states, before it can engage again in exporting vaccines,” she said. Of 300 million doses due to be delivered to EU countries by the end of June, AstraZeneca aims to deliver only 100 …