Level 10 forts along the Belgian border (rush the adv constr eng tech) and then massive infantry build. Don't forget to build up a defensive airforce (at least 8-12 interceptor wings) and a small offensive airforce (8 Tactical Bomber wings). With the bombers alone you can annihilate the Italians in Africa (from British soil) while the lvl 10 forts manned with 12 to 15 divisions (depending on # of enemy provs bordering) will make for a safe Sitzkrieg along the European border.
When the Brits secured Africa, smash Italy and wait for the Soviets to roll up Germany. Once the red flood is coming, the Germans will strip their French border off 2/3rd of all troops and you can easily break through. While generally it's not worth brigading infantry, for me the AT brigades worked wonders against the German tanks! They had 15 panzer divisions in Belgium, which I couldn't evict with regular inf so I used specialized corps of Inf/AT and they smashed those tincans!
Beware of Nationalist Spain, if they won the SCW!