I mean, the obvious statement is - GLOBAL. But that obfuscates the rather telling questions of "How?".
If you want a single Empire with deep control, you're going to have problems, especially if that is your definition of "Empire".
If we want to include decentralised power, or federal systems, or even a Soft Power Empire, we make our lives much easier.
There was a thread that was discussing ways for the Empire to fall back on borders in order to survive. Now if we go with the assumption that the Empire was a beast that needed to expand to survive, this doesn't really work, unless we're also changing the nature of the Empire. Then we can have an Imperial Core that focuses on the Med that is easily access, close by, etc. This means that Britain and N.Gaul are those parts of the Empire that are distant, expensive, and regular grounds for usurpations. You could change the method of Roman expansion, and with an easily defended Imperial Core that lets go of Britain and Gaul (letting them go as ROMAN allied states) we then have a Soft Power Empire, as the economic power of the Imperial Core helps keep the allies in line, whilst ensuring the Imperial Core can hold. Gaul and Britain veer off and are able to respond to their local problems with some minor assistance when letting go, and you have a new model for Imperial Expansion on your hands. Establishing Allied States, that are then tightly bound economically.
You could harden this approach and have the Allied states bound with the Imperial Core, a form of allied stratocracy. "We all agree it makes a lot of sense to push the frontier in Germania" for example, establishing a new Member, and resolving issues. For example, establishing a Roman Germania from a mix of British raiding bases, Gallic forward bases, and an influx of recruits and colonists from the Imperial Core. They're able to respond locally, relatively freely, negating the communication problem - their main task developing military stability.
That sort of model could be duplicated relatively successfully. Does it have potential for infighting? For sure, but it can be applied flexibly. Need an ally to handle the problem of Steppe invasions? Establish one in Taurica, and provide them the subsidy and recruits to fight the problem there. Plus, it doesn't need to be Roman initially - just become part of Roman Soft Power long enough to be subsumed.
If you go with this model, you can start having expenditions past Egypt that can act as Soft Power Allies in Yemen, etc.
The biggest advantage of this, is that the long-term connections can make any annexations made during an internal conflict more tolerable. If you have a Germania, and Britannia is secure, they don't NEED to be outside the Imperial Core any more. If there is a better centre for the Empire, it can emerge, it could emerge that the Imperial Core has two neighbour states of the Northern Roman Empire (Gaul, Germania, Britannia), and the Southern (Yemen, Ethiopia, Somalia). The three states are still pretty tightly bound.
Sorry if that seems a bit of a dodge, but if you expand the parameters to "Established the world order" then you make your task much easier, until you hit groups like Persia, India and China - whom you'll have to fight on that level, which is a slightly different form of politics. But if you can localise, adopt, integrate, then you can expand your influence much more easily than marching in endless legions.