Is it permissible for Muslims to join non-Islamic parties in secular countries with the aim of gradually implementing Sharia, given that these countries prohibit the formation of Islamic parties?

This issue falls within the scope of ijtihad (independent reasoning) and varies from one country to another. The Shariah interest might be realized through participation in the political process in one country, but not in another. Therefore, Muslims in each country should refer to the scholars in their land to weigh the benefits and harms.