The fighting in North Africa was that it was extremely fluid. During much of the desert war, the "front lines" existed in a very vague sense and could be very porous. This made escapes like the one you mention possible (albeit difficult).

To give you an idea of how penetrable the front line could be, consider this. Prior to Operation Compass, the British established and concealed major supply dumps behind Axis lines, a move which greatly simplified Allied logistics. Then there's the frequent LRDG and SAS' frequent behind-the-lines raids and scouting missions.

There are certainly cases of Allied soldiers making some truly epic escapes. After the abortive raid on Rommel's former HQ in 1941, three British soldiers made long desert treks to safety. Robert Laycock and Jack Terry spent 37 days in the desert before being rescued. And John Brittlebank managed to survive alone in the desert for 40 days until picked up by Allied troops.

I thought "Ice Cold in Alex" was pure fiction, but it seems it may have been based on fact.