If you remove provinces from the HRE you get a relations hit with the emperor, of the time, so it's no big deal, plus if you become emperor later you get IA from readding them. You can add all provinces in Europe to the Empire, that includes the Ottoman lands. You only get a malus for taking HRE land from an HRE member, if you take it from France the emperor will never demand it from you. For example as Castile one of my primary goals is to get the Burgundian Inheritance, and this gets me HRE land, the Emperor has never once asked for it unless I conquer more HRE land, something I do not do until I become Emperor myself.
If you join the HRE, like I used to do with Byzantium, the Emperor also doesn't care if you take HRE land from a non HRE member, as I stated above. Or if you are not in the HRE, and take HRE land from another country not in the HRE, the emperor does not care.