Some of the Balkan statelets and groups marched with Hitler. Some marched with Stalin. Some managed to march with both. The European theater in WW2 can best be looked at as a civil war between supporters of Hitler and supporters of Stalin, with the people who just wanted to be left alone caught in the middle. Like the Spanish Civil War writ large.
Good analogy and this holds true especially with Croatia. The Croatian Peasant Party (HSS) had the support of 90% of the Croatian electorate during the decade up until WW2. When Hitler marched into Yugoslavia, they rejected his offer of power and it instead went to a group with around 5% of the country's popular support.
The HSS sat out the war (with tiny fragments joining either the resistance or the Axis collaborators) and were swept up in the whirlwind as Europe tore itself apart.