I think a mistake many people make is taking the home countries of colonizers. You want to conquer the small islands first so you can still acquire high warscore easier.
Agreed, though taking forts on their homelands is worth doing too. By absolutism, you can generally do both.
Being able to blow up their stationed army and carpet provinces makes follow up wars significantly faster, as does warscore cost so you can take more with less score.
I was looking at some other countries, and monastic orders have really good government reforms, which give them huge bonuses, such as absolutism, a lot of missionary strength, and -30% warscore cost. Only Teutonic Order, Livonian Order, and the Knights have this government reform, but TO and Knights have unique ideas. Livonian Order has generic divine ideas, but they are actually fitting for a one culture: 10% CCR, -10% culture conversion cost, extra missionary and 2% missionary strength. Plus you can join the HRE, nab Sweden in the Age of Discovery, and move into India by conquering Muscovy and Persia. A challenging start, but could actually snowball really hard.
You can actually get -45% cost, via final reform + militarists in power. Stacked with diplomatic ideas and military hegemon, you get 75%. Catholic (harsh trent) or Hussite (aspect) can get you another 10%. Malta forts give 15% at tier 3, and you can also get another 10% from monument as Islam. So most nations can manage -90% province war score cost cap, when taking them from a different religion. This is a powerful tool, because it lets you full annex > 1000 development per 100% war score in the 1600s. The caveat is that -WS cost does not reduce coring cost or AE the way admin efficiency does, so you would still want a means to handle the OE (super fast coring, stacked -annexation cost modifiers).
Indigenous ideas also give 20%, though if you want OF picking any nation which can select them is nevertheless challenge mode, given it will gimp your start and you don't need it to hit cap.
It takes a while to set all of this up, because reaching tier 8 government reform is especially long for non-republics. I don't think monarchy starts can store governing capacity and then make the flip to theocracy to hit tier 8 before the game is nearly over (though they can probably get militarists in power for 15%). I think any theocracy start is allowed to flip into monastic order other than PAP, so the HRE and Islamic theocracies are options too.
Forming Tibet also lets you flip into theocracy (it also lets you flip into horde). The former should be done by 1600ish to be reasonably sure the theocracy event fires before 1642 (MTTH is 200 months, so on average you'll get it within 17 years, but let's not give RNG too many chances to screw over).