This is one area where you have to separate the EU from its constituent member states.
The EU's treaties explicitly reserve national security for the member states themselves (except for where there is unanimity or opt-in in specific areas).
As such, in most cases, the Commission and Parliament can't legislate to bring MS' own intelligence services under control.
To change the situation the treaties would have to be changed (which is a can of worms in itself) and all 27 members would have to agree to the changes (one or two would require a referendum).