Is there any way to tell what continents I've already finished the game from?

Solution 1:

There is no in-game way to know, unless you've kept saves from previous games. If you can get to the mission control from one of those saves, you'll see your base on the globe.

If you're a FAQ-reader, there's a good chance you've skipped South America (people hate on it a lot). Otherwise you're sort of out of luck.

Also note that if you've mixed EU/EW playthroughs, it may not combine well. You probably have to do all five in either EW or EU.