I've gotten around to a few countries in TWR, and through various coping methods I was able to stomach a Nazi Germany run long enough for the revolt that brings in People's Germany. Luckily for me, the Toronto Accord had enough of the Third Reich... y'know, existing, so they came in and helped to clean up the mess.
The main strategy once you get to the People's Germany is to hold on to Germania Berlin throughout the war and see if you can't secure a little land outside the city. If worse comes to worse, fall back and reinforce Berlin; you should be able to hold on.
Once the Allied invasion really kicks into gear you'll begin to snowball and get more occupied territories under your grasp, and if everything goes right short of bugs, you'll be the last Germany standing, and the TA will be happy enough to let you exist without instating their own reconstruction authority, trusting you to uphold your bargains at bringing freiheit to a land that could really use some after two long decades.
As for my other runs, I had a fun time with those. Anarchist Korea was a tad slow and I ended up observing the world more than doing anything to influence it, and what I like to call "Anarcho-Maoist Japan" where the students run everything... into the ground, starting a "Cultural Revolution" and ruining the economy. (Turns out that the problem with Japanese Anarcho-Maoist student-guided economic decentralization is that you eventually run out of expropriated money.) The military rebuilds itself, but I'm kind of surprised the USA didn't intervene in the mess of sorts I accidentally-on-purpose created. (My next run was a more sane social democratic Japan instead.) Can't exactly remember how my Zhukov run went, though. Probably not all that notable since I didn't get around to reunifying Russia, and the USA did the dirty work for me over in central Europe. Might have had a random crash, idk.
Not sure if it's a bug with Japan regardless of ideology but they can't research any naval technologies, but that's the only major thing I've seen. Aside from this, absolutely loving the mod so far. AP246 and the rest of the development team did an incredible job with this mod, and I look forward to seeing what the future will bring!