Here's an example build-up from the 1936 scenario. I do some dumb stuff you can strip out for the sake of winning (like building any ships at all) and a bunch of annoying stuff happens to me, like about five smear campaigns from Belgium of all places, and Austria refusing a 50% chance of "Demand Territory" about six times, which cost me about 800 money and six months. Still, I'm sure it'll all go FINE...
1: Move toward Free Market
2: Replace Blomberg with a real armaments minister, and intelligence minister with one who actually gives me bonuses I care about (EG: IC)
3: Cut most naval building and all forts (you can probably cut all the ships if you want, they're not really worth it)
4: Use the extra IC to build a target airforce of 16 INT and 8 TAC - I'll build CAS later (until I have 16).
5: Initial research - focusing on industry primarily, but also infantry. Other important techs are tanks, interceptors, CAS, TAC, and land doctrines, but I always get industrial techs first.
6: Remilitarisation of the Rhineland knocks my dissent back to zero - this is key with Germany, do all your dissent-increasing stuff like terms of service and minister swaps just before you get an event that lowers your dissent.
7: Set trade options to stockpile money - use diplomatic campaign every time you hit 500 money. This means you can spam diplomatic campaigns and make all of Europe love you.
8: Pile up army in Berlin, detach all attachments, put engineers on tanks, put arty and AA on the same divisions - make one "slow but strong" army
9: Use ersatz conversion every time it pops up
10: Why do none of my submarines have torpedo attachments? Put torpedoes on EVERYTHING.
11: Intervening in Spain. I also signed the anti-comintern pact a little while ago. Intervening in Spain doesn't really get you much, since Franco is a stubborn ass who won't join the Axis. You'll get a few blueprints for your trouble, though.
12: Building in 1937 - enough CAS to bring me to 16, torpedoes for existing subs
13: Putting a size 1 airbase and radar in Mainz so I can use air-scramble against the French. Level 1 radar will also go in Wilhelmshaven for defense against the British
14: First 8 INT are set to air scramble over Wilhelmshaven
15: Moving towards Hawk Lobby for faster build times
16: Building for 1938 - enough HQs to bring me to a total of 5
17: Blomberg sucks, let's get rid of him
18: Von Fritsch doesn't suck, but others are just as good
19: Republicans win in Spain.
20: Transport planes and escort fighters under construction. The transport plane lets me invade the UK when the time comes, and the escort fighters make my TAC a bit less squishy.
21: Austria is ready for Anschluss - July is a lot later than I expected, and they kept refusing a 50% chance of demand territory until NOVEMBER! Before declaring the Anschluss, I purge the army - dissent to 4.9%, then fully prolong terms of service, dissent to 10.9%
23: Anschluss of Austria, -10% dissent!
24: Now building: enough subs to bring me to 30 total, 12 runs of infantry
25: Second group of 8 INT are set to air scramble over Mainz
26: Russia's out of the picture for now
27: Schacht is too good to lose
28: Building in 1939 - tanks, infantry, paratroopers. We're getting to the point where all I'll really build is tanks and infantry - the airforce and navy are more or less taken care of.
29: Cabinet reshuffle - war cabinet. In particular, I remove the chief of staff who makes my units go 10% faster and replace him with a guy who gives me 20% more organisation regain. I find I'm limited by my organisation far more than my speed.
30: Dissent wiped out by treaty of Munich
31: Take over Czechoslovakia, make Hungary strong and part of the Axis
32: Take over Klaipeda
33: 42 divisions face France, 67 face Poland. 16 CAS and 8 TAC also face Poland. I'll build another nine or so infantry divisions before September when war breaks out (want to be historical about this).