The problem is more or less based on the later development of baltic political structures (especially in the East) compared to the rest of Europe. Before the constitution of a pan-Baltic empire, you need some development of eastern Baltic, and Scandinavian entities are naturally more encline to do this (being themselves more develloped and sophisticated politicall-wise than Wendes or Balts) : Western Slavs could be a relatively close second, but as it happened, domined by Scandinavian and Germanic polities, and probably unable to take on Scandinavia.
You'd need an early PoD (probably Antiquity) to bypass this or to turn it trough a (much) earlier devellopment of Amber Road, Volga Road or Dniepr Road. The world could be pretty much unreckognizable, tough.
A second, if a bit cheating, possibility would be a Germany-wank, where Scandinavian countries are clientelized/puppetized and where German expension over Baltic and Finland is more or less unchecked (basically what happened in WW1, plus competences and wish-fulfilling being real for [reasons])
Admittedly a Soviet-Wank could do this, but it's even less likely IMO.
Barring that, maybe turning Caroline Sweden as some sort of imperial confederation in later centuries (basically an United States of Greater Austria, only USGSweden) that wouldn't be Norse-dominated.