I played as Sartag the nestorian. Its actually quite a good game, most your vassals are orthadox, sunni or tengri meaning that you will almost straight away get a massive independence faction. Just accept their demands and take the loss, theres no way you can hold on to them yet, especially since nestorianism is an orthodox heresy. After the settlement you'll be left with the Caucasus and the don/volga river valley along with the duke of moscow who is too young to revolt. Still a reasonably strong and advanced territory. Sartag will have strong claims on any of the former territories, anything you don't press will still be a weak claim for your heir. Reconquest is not a simple matter though as all the russians are the same dynasty and hate you because of your heresy, declaring war on them will bring in every one of them unless you use careful diplomacy. Similarly to the east, the new states are all of your dynasty and will likely call in the Il Khan unless you pay him off. Not so lucky are the georgians and trebizond to the south and the volga bulgarians and novogorod to the north.
Other interesting things about this game are that you get a nestorian patriarch called something like 'the patriarch of the east', you can holy war on anyone, you can marry with catholic rulers pretty freely to get alliances and if you manage to send a nestorian to marry into an orthadox court, then they can pass on their heresy to other members.
You do not get doomstacks or the tribal invasion, but those wouldn't be fun anyway.