They solve different problems.
For a Tailscale migration, NetBird is the direct swap. Pangolin won't give you device-to-device connectivity.
On EU sovereignty: NetBird is Germany-based and explicitly positions itself as a European alternative. Self-hosted gives full control with no callbacks to their servers. Pangolin is US/YC-backed, so while self-hosting gives you control of the data plane, the project itself is American.
Also, NetBird has a reverse proxy feature coming this quarter, which would cover the Pangolin use case within the same platform.