Eh, I'm pretty sure I did it while allowing the AI barely to colonize at all. Of course, that was with two centuries of running some 15+ colonies at the same time, whilst gouging settler increase through the roof.The bonus from completing Exploration is to be able to claim all colonial provinces ...
As an aside, I believe you'll have a hard time completing First Come first serve, simply due to the fact that you'd colonize to slow without the help from the AI (which you've locked out), You'd need the AI to colonize an estimate of 225-250ish provinces (that is, beyond the native provinces) and conquer those, to be there in time.
Anyway, this From Humble Origins game (started as pirate OPM in Nassau) is full of ridiculous stuff...
The natural habitat of the Scot is an island:
Whilst the natural habitat of coffee is cold wasteland:
Nice choice of coat of arms there, Bosnian trade city.
Estonia's got balls. Ottoballs.
And last but certainly not least... some strange dynasty names in Scottish pool.
Also note that France inherited Naples, and Wurttemberg & Transylvania stronk! (alas the Derps ate the Transylvanians later)