Bartmoss-

The easiest way I'd suggest is to use clipping masks.

1) Cut up the continent into different countries
2) Duplicate a country twice
3) Select the top copy and set its border stroke to the colour and width you want.
4) Hit page down to push it below the other copy.
5) shift click on the copy (now on top) so both are selected.
6) right click and "set mask"
7) change the blur and opacity as desired.

Click image for larger version. 

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You can do the same thing with cloned copies rather than duplicates so by modifying the original of the cloned copies the colour and clip mask will change as well. (I can give the step by step for that, too, if you want)

-Rob A>