I've seen Croatia join because it is 4 provinces... I've seen Aquiella add their provinces (two start outside of the Empire) ... but Cyprus will never be part of the Empire.
You say it is nearly impossible for Serbia and Bosnia to become Catholic? Well it is hard without player interference, but it is entirely possible. With England's and Castille's new conquering mind, it is entirely possible that they'll capture Serbia and Bosnia one day. They'll convert them, get into a bad war, rebels spat out and voila: a Catholic Bosnia and Serbia. And the player had nothing to do with it. In almost every one of my game, at least one balkan country was catholic at the end of the game.
No one said it's not possible. Just pretty unlikely.