No idea how to accomplish that. Here's a partially "succesful" attempt:
1886 - Bulgarian throne becomes vacant (as in OTL). Prince Nicholas of Montenegro is elected to be the new monarch. When in ~20 years Bulgaria formally throws away Ottoman suzeiranty this will, in theory, be a personal union. Nicholas rules over a relatively democratic and liberal Bulgaria.
1899 - the King of Serbia's personal regime is overthrown. Peter Karadjordjevic is elected as the new King (Nicholas I of Montenegro/Bulgaria would have worked even better, but Austria-Hungary protests and forces a compromise candidate like Peter). Unlike his predecessor, Peter I presides over a democratic Serbia, and is open to cooperation with Bulgaria/Montenegro.
1912 - the Balkan War: using its internal unrest as a pretext, Montenegro, Bulgaria, Serbia and Greece attack and defeat the Ottoman Empire. Unlike IOTL, the Balkan states don't expand into (most of) Macedonia because Austria-Hungary threatens war if they do. Instead, Albania and Macedonia become independent of the Ottoman Empire and the Balkan allies annex various smaller borderlands.
1914 - the Great War: an Austrian Archduke or governor in Bosnia gets assassinated by angry locals; Vienna sees this as a chance to nip the South Slavic threat in the bud. One thing leads to another...
After the dust settles, the Entente has won, though the war was devastating for winners and losers alike. One of the new creations in europe is the Kingdom of Yugoslavia - and unlike the OTL one, it has evolved from a personal union and melding of several "equal" monarchies and is thus federated from the start. The new Yugoslavia is democratic, and the constituent lands of Serbia, Bulgaria, Montenegro, Croatia and Slovenia enjoy political and cultural autonomy. All this provides a stable framework for the country's continued existence and development.
To the north - a rump Austria-Hungary composed solely of, well, Austria and Hungary. Completely demilitarized (as a price for letting the Habsburgs stay), so while the rump Austria-Hungary is relatively large and relatively prosperous, it's in no position to threaten anyone.
To the south - Macedonia, an unstable narco-state with poverty, ethnic strife and narco-cartels out the wazoo.
(Fun fact: Opium from Vardar Macedonia made over 43% of the world's legal opium products in the first half of the 20th century. And high-quality opium it was, too.)
The backstory there is that Macedonia was seized (together with Albania) into Italy's sphere of influence, which prevented its unification with the rest of the south Slavs - and created an environment of oligarch governments and operetta dictators that only increased corruption, crime and overall instability and basked in the booming drug trade.
So there you have it - a USA (Yugoslavia), with a Canada (A-H) and Mexico (Macedonia) of sorts. Unfortunately the PoD has been moved 14 years back from the line, Yugoslavia is only a regional power, and a future war against Communist Russia is only a small possibility. But I don't know how any of those things can be fixed without ASB.