I'll contribute with the only area I know anything about, Switzerland
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As a source, I would suggest this map from the German Wikipedia:
http://upload.wikimedia.org/wikipedia/commons/c/cc/Schweiz_Frühmia_Adel.svg
It shows the distribution about 1200, so some research would be necessary for a 1066 start. It's tricky, because in 1066 many of the areas covered by counties didn't really have any central authority, especially outside the Duchy of Swabia.
This would translate roughly to the following seven provinces:
Vaud (the western Savoyard holdings, in dark red)
Wallis (an independent Bishopric)
Bern (controlled by the von Zähringen, in green)
Aargau (controlled by the Habsburgs, in light red - there's no real unifiying name for this area, but Aargau is a nice comprompise)
St. Gallen (controlled by the Kyburgers, a local dynasty. In yellow)
Schwyz (an independent county in the center, probably a republic in 1200, don't know about earlier, really)
Chur (an independent bishopric)
As you can see, this would be more of a shuffling around of provinces, the names mostly stay the same.
Oh yes, and Grisons is really strange (was in CK1, too). Intuitively, I would understand Grisons as the part of modern Grisons not controlled by the Bishop of Chur (which was substantial), but it's location and being part of Lombardy suggest that it's meant to be the Ticino (which would make sense as well). I do suggest the later: rename it to Ticino, change the CoA to this (
http://de.wikipedia.org/wiki/Bellinzona - the CoA of Ticino was created in the 18th century).