In the long run Keeping Azerbaijan and Armenia would be an absolutly positive for Iran, both in terms of resources and loyal population (azeris are shias and armenia would be far less populated and christian without russian rule and the armenian holocaust). The turkmen and balochi territory is mistery to me in terms of resources, the population is sunni but it's sparcely populated (won´t fundamently alter Iran's demographics and otl turkmen and balochi minorities are quite manegable), neighbors uninterested in suporting separatists and brings buffer space against Russia and UK. The big claim in iraq's kurdich territory may be more dificult but still not that much more sunnis (already plenty sunni kurds in otl) and is right next to kirkuk and it's oil: Imagine Iran with also the oil and gas from kirkuk, Azerbaijan and Bahrein, madness.
Eastern Georgia can be problematic to hold and a fruitless end endeavour. Again no idea about resources, demographics both in leanguage and religion unfavorable and dificult to change, and if you cant get the western part with it's black sea coast you may wonder why keep a bunch of complicated christian mountains. May be better as a christian vassal (pupet in the future), but all deepens on who holds western Georgia and where are the Russians.
Northeast Caucasus and Terek river: good resources (chechenia has oil right?), but mostly sunni, has chechens, complicated terrain and hundreds of sunni etnic groups with different lenguages, also complicated control from south of the caucasus. Better as one big Dagestani sunni vassal to fend off the russian threat in the north. Treat them well and share influence with the ottomans, coordinate caucasus anti russian policy with the turks. Just annex the shia azeri parts around Derbent.
Now the worst: pashtun southwest Afghanistan. Oh boy, complicated terrain, one big sunni ethnic group new to the empire with an even larger ethnic and religious brethen at the other side of the border. This will be a mess unless the powers in the eastern side of the frontier (UK, India, Pakistan) colaborate with the pashtun insurgency. No clue about resources. It's basically like iranian kurdistan if the powers onthe other side of the border where sympathetic to their cause.