You can convert different religion groups as Orthodox, but as someone pointed earlier in the thread it mostly depends on the vassals ideas. Nogai had no stress in converting like a boss but Kazan didn't.
My main beef was that my strategy was to annex/release then feed and annex vassals early on so as to save some monarch points. And needless to say Kazan threw a spanner in the printing press. Couple that with Influence ideas and it's cheap diploannex.
And yes, the autonomy is crippling but since you're going to colonize (that's what I intend to do) you'll have sufficient time to let it recover by itself.
Oh, and I've struck gold with my second colony. I've yet to recover the gold province from Kazan, currently in Nogai's greedy fingers. I'll be printing 10000 zimbabwe dollars in no time.