Any examples of those attempts getting to, or beyond, first base?
First base is just kissing isn't it? Unless it's a different kind of baseball metaphor, in which case - sorry, never been interested in that sport.
The most serious effort of this kind before 1904 was the Balkan alliance system created in 1867-68: a comprehensive network of alliance treaties between Serbia, Romania, Greece, Montenegro and the Bulgarian revolutionaries, preparing for war against the Ottomans. Other than that, there's also the Greek-Serbian attempt to conclude an agreement and invade the Ottoman Empire alongside Bulgaria in 1885, which also failed by accident; and another attempt at an alliance of the three states in 1897, which went quite far before the negotiations lapsed.
Not to mention dozens of lesser initiatives which may or may not qualify as the foreign policy equivalent of making out.
Or alternatively, stab their smaller traditional Balkan rivals in the back for the same reason. A spontaneous Balkan alliance remains possible, but would be unlikely to survive any kind of stress tests.
Serbian, Bulgarian and Greek governments which prioritized inter-Balkan rivalry over anti-Ottoman action tended to fall, hard. Those which allowed free elections were felled in the elections, those which didn't were forced to abdicate or resign by a strongly hostile public, or sometimes killed.
A Balkan alliance would be unlikely to survive any major stress tests - with the caveat that such tests would come into play after the Ottoman Empire has been mostly driven from the region.