I think I will have to start doing that (swapping nations). In HOI I tend to just load a save when things went wrong...here things can go terribly, terribly wrong and there's nothing you can do. Especially if a nation has been creeping towards you unnoticed outside of the region. Plus, with the sheer length of the game, I'm not going to get anywhere if I keep restarting!
HOI has wonderful units like paratroopers and tanks which of course won't be in EU3, but one thing I am so glad about is the lack of complexity with naval forces. I still don't have a clue what I'm doing in HOI...that's where it stops me in my tracks.