It's an unfortunate fact that the Balkan revolutions against the Ottoman Empire in the 19th century were overwhelmingly instigated and led by Freemasons and Enlightenment Rationalists. The Filiki Eteria in Greece was a thoroughly Masonic organization, and they were anathematized along with the other revolutionaries in Greece by Patriarch Saint Germanus V. Alexander Ypsilantis, Ioannis Kapodistrias, and Kolokotronis were all Freemasons. After the success of the Revolution, the Lodges entered into the Balkans in full force. The monarchs that were selected for these new Balkan nations came from non-Orthodox backgrounds (Serbia being the exception), and they were often Masons in most cases as well.
Greece: King Constantine I of Greece was an Orthodox monarch. In the popular culture, the slogan of the royalists "psomí, elia ke Kotso Vasiliá" ("bread, olives and King Constantine") still survives. He even issued a royal decree condemning any changes to the ecclesiastical calendar at some point during his reign. His successors, however, were less impressive. King George II of Greece reigned from 1922 to 1924 before his overthrow by the Second Hellenic Republic, and returned to power in 1935 and reigned until he died in 1947. On 16 September 1930, George was initiated into Freemasonry in London and became the venerable master of the Wellwood Lodge in 1933. He did nothing about the persecution of the True Orthodox of Greece, and declined to rein in the State Church hierarchs in any way. The same goes for his successors, King Paul and King Constantine II of Greece.
Bulgaria: Prince Alexander I and Tsar Ferdinand I of Bulgaria were non-Orthodox. Tsar Boris III of Bulgaria was Orthodox and, in my opinion, was probably a saint (he was likely murdered by either the British, the Nazis, or the NKVD, depending on which story you're inclined to believe). He served his nation boldly, refused to capitulate to Hitler, and protected Bulgaria's Jewish population from extermination during the Holocaust. His son Simeon II, however, seems to be an oligarch and served as the prime minister of his nation, without affecting much positive change.
Romania: Alexandru Ioan Cuza, the last ethnic Romanian monarch, was an Orthodox monarch who nevertheless had liberal tendencies (he even tried to introduce the New Calendar at some point). His successors, King Carol I and King Ferdinand I, were Catholics of German birth who had no appreciation for the popular Orthodox consciousness of their people, and no appreciation for why the Calendar Innovation was so significant. King Carol II was baptized Orthodox, but he was a Freemason with a tendency for debauchery and was hardly interested in running the country. King Michael I bravely overthrew Ion Antonescu and joined Romania with the Allied powers. Perhaps, he can be forgiven for his background and being too young to understand the gravity of the Ecclesiastical crisis in his kingdom. If you ask any of the True Orthodox in Romania today, they will invariably tell you that they had no allegiance to the Iron Guard, the monarchy, or the Communists.
Serbia: The Serbian monarchs were mostly Orthodox (the exception being Mihailo Obrenovic, who was a Freemason). Interestingly enough, during the schism between Bishop Dionisije Milivojević (Free Serbs) and Belgrade, King Peter II initially supported the Free Serbs. He allegedly retracted his support, but he was buried at the Saint Sava monastery in Libertyville, Illinois, by the Free Serbs, indicating a possible renewal of support for their cause before his death. Prince Andrew supported the Free Serbs (and was buried at their headquarters in New Gračanica Monastery, Third Lake, Illinois), while Princes Tomislav and Alexander supported the state church in Belgrade. I can confidently say that King Peter II and Prince Andrew were Orthodox Christians until the end and reposed within the Church.
