Well I have my copy of Hearts of Iron 2 with Doomsday somewhere. Used to play it A LOT back in the day. Japan was my player, easily conquered both Chinas completely and then went on historically with Pearl Harbor. And got a sound trashing by USA which was
very unbalanced past 1941.
Why did conquering the three Baltic States take you so long? That's a matter of half a year conquering them all if carefully planned. Bah, to hells with careful planning, these three ain't got no defenses, their divisions are obsolete, air force non-existant and without allies. Try making pockets you'll see that it's much easier to defeat enemies then.
And good luck getting Cuba, you'll find that it's nearly impossible to get there, because your naval limit from your nearest base isn't enough to get to Cuba. And if you declare war on Cuba, USA guarantees it's independence I think, so you'll get attacked by them, and can say goodbye to passage through Panama. So, if you ain't got allies in South America or have conquered land near enough to assault them amphibiously, you'll need to forget it quick.
But yeah, the game IS wonderful and addictive.