We must prevent the Germans from overruning the Balkans in 1941.
Maybe if Mussolini had stayed neutral , the Germans wouldn't have invaded Yugoslavia and Greece and Bulgaria would have also stayed neutral. The pro-German Yugoslav government is not overthrown.
We also need to make Romania stay neutral for a while.
Then , in 1944 or so , the Germans are losing the war and the Russian forces approaching the pre-1939 border. The Balkan states try to avoid Russian domination by allowing Allied troops to transit their territory. A few ANZAC divisions are landed near Salonic.
Allied troops ( including a Polish contingent ) land on the Romanian Black Sea coast . Romania enters the war against Germany and Hungary in order to recover NW Transylvania. Italian troops enter Yugoslavia in order to seize Dalmatia and to overthrow the Pro-German government with the help of a part of the local population ( that would be the Serbian part , I think ).
After the expulsion of the Axis troops from Romania and Yugoslavia , the Italians ANZACs and Romanians advance towards Budapest , while the main Allied army that landed in Romania strikes to the north. The Poles from Nazi-occupied Poland errupt in rebellion . The Allies would manage to liberate at least Lvov in this case and set up a free Polish state in Southern Poland.
I assume that if Italy had stayed neutral , the Germans would have done better against the SU ( without the delayes from OTL caused by Mussolini's defeat in Greece and without having to send troops to fight in North Africa and Italy ). The troops the Allies used in OTL to fight the Axis in North Africa and Italy would be used for the landings in the Balkans. Their main effort would still be in France.
To prevent both Romania and Italy from entering the war on Germany's side would be rather difficult. We might need a crazier Hitler which hates latins , almost as bad as slavs and jews.