As said, by farming Lend-Lease and Expeditionary forces, and by placing wargoals and letting your allies do all of the fighting for you (while you reap all the rewards), you can conquer most of the world with almost any country, without losing a single man in combat. To me, it's absurd and unrealistic to assume that your allies would be so agreeable to having their hard work stolen repeatedly by some small country they could steamroll in a few days. The real challenge in my opinion is to see how much you can do on your own.
