Oh, a simple solution.
Simpler than you think.
Most of the theocracies are in the HRE. Except the Papal States, The Knights, Teutonic Order and Avignon (did I forget anyone)?
So when you form HRE you take out most of the theocracies. When you are emperor you will have a constant CB against the Teutonic Order (since they hold empire-provinces)
The Knights are usually taken out by the Ottomans. Papal States you must take care of yourself. If you are Papal States ( and want to take the chance ), you have a mission that will give you a core on Avignon.