Changing the start date is really simple. All you got to do is change the date in the files. That will of course break, or atleast move back, most of the events, since they are triggered by date.
As for weapons and such you can basicly leave them as they are, since the ahead of time penalty will make sure that you wont have Tiger II by 1936 and you can expand the tech tree backwards. That said, if you move back just a bit like 1933 for example you really dont need, or really have anything to add, since the starting tech is interwar stuff anyway.
You'd have to adjust the number and strenght of the starting divisions tho, if you want it to be somewhat balanced and maybe make some of the techs not already been researched from the start.
You can just decrease research speed for those early techs, but I dont think it would be viable to lets say extend start period beyond 2 years without doing some big overhaul on tech and focuses.
The time penalty actually makes most, if not all of the adjustments to existing tech unnessesary, since it prevent you from becomming the most industrialized country by 1936 with all tech already researched anyway. Each year that you are ahead of time gives a massive penalty on researching it, hence ahead of time penalty.
All that said, you'd basicly would have to add additional events and national focuses for that time to compensate for the early start, otherwise it will be a rather boring preperation with not much happening.
In the end, the further you go back, the more difficult it will get to balance it. That said i'd say that roughly 3-4 years are plenty of preparation in Hearts of Iron anyway, so going back alot further probably isnt worth it.