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If you have access to the FAQ section of the Rome Forum, Johan has listed the changes. Here's the link. Additional changes to the map have been made in various patches, so check the patch threads for more info.
 
If it is during his conquests, then the fighting should be changed. Winning a battle in the field should cause nearby cities to surrender, and cities taken should be perminent and instant instead of merely being occupied. That may be how it worked after him, but during his lifetime his conquests were very fast.
 
Regarding capturing provinces, what about being able to make peace deals on a provincial and/or regional level in addition to state level? That way, you could have the conqueror offer a local ruler or governor a separate peace (even before the siege is over), and the ruler may accept or decline based on war score/exhaustion/capacity. Score a big victory in a region and those provinces will be more likely to accept.

Maybe that would work better than the current system?
 
I think a more easy way would be a specific casus belli, Total Conquest or something similar, that would trigger only under specific conditions (a ruler with the trait "conqueror", or with a very high martial skill).

With this casus belli, provinces would not be occupied but directly conquered, and it would last until the target country is removed from the map.
This coupled with a mechanism for empire collapse (i.e. when empires lose their capital and/or have very low stability/national unity, provinces might start to defect to the invading force), would be good enough to simulate the Macedonian conquest I think.