Well, even though this might not be the most common solution GS_ Clan did it like this:
4 on 4 (Finland, Germany, Italy, Japan vs. UK, USA; FR, SU)
Everything allowed, except that Italy HAD to be in an alliance with Germany to attack anybody else then Allies oder Russian Player.
(to prevent Italy steaming through Balkan, with almost NO warentry on allies side and no chance to stop this)
Right from the beginning the Main Focus was to leave Germany, Finnland and Japan out of war. Germany did research in Landtech, Italy Air, Japan Naval Stuff.
Finnland gave massive Doktrine Tech to its Friends (The minister shares for 0 diplopoints, when government differs, and well...finland is democratic

)
Italy therefore rumbled through ethiopia in recordtime, boosted by Finland and Germany and then secured the forces by puppeting.
Before the Allis new what happend, Italy then took ist mobile Forces to Africa and by the end of Spring secured Egypt AND our main Target SUEZ CANAL.
Jerusalem was then well guarded, but to late for allies.
Russian Player became most dangerous now. He overran Finland, knocking it out of the game, but to late. All Landdoktrines were allready shared. Finland did its deed, Germany lost some Divisions trying to rescue it.
Russia the did a nice move, asking for military accsess trough Poland, while the German Player as occupied trying to break through Belgium, to get France deploying troops there.
Italy had some trouble holding its western border vs. massive French assaults.
With Russian forces advancing through neutral Poland, we had to be a little bit more aggressive.
Counting the russian Divsions in the West, Axis formed up, in war with Russia and Allies.
Japan & Manchurei overan the russian eastern Forces, capturing parts of its fleet. We also encircled all Divsions and began to take All of eatern Russia, whil over 80% of his troops were in Poland, unable to be stratigically redeployed.
Only at Irkutsk the bear finally stop the Jap. Mongolia was allready a puppet of the axis.
German Player was in big trouble with an unfinished assault on Belgium, loss of Eatprussia due to allied landings and roughly 60 Divisions advancing throug Poland.
Before the next 4 Panzerdiv were ready he decided to trap allied forces in the Baltic sea by raiding denmark.
English forces landed to help out...halting the assault for a while.
Luckily the Russian player was VERY slow in advance.
Therefore there was enough time to rush back to Belgium, and counterattack Brussels after a failed french mass attack.
Belgium was our.
By Summer 1936 the new Panzer and Mot Div werde ready, Denmark cleared out, all available forces sende to berlin.
The first Line of defense was crushed by russian masses.
MEANWHILE the Jap Player took all english & french colonies in pazific and Indian ocean, annexed siam, puppeted Australia (which was human controlled and ighting in Eastafrica) and stormed Iraq from behind. He sank all that dared to be in his way and helped Italy also beating Russian, French & British Fleets in the Meditaranian. After Annexing Iraq he advanced into the totaly unguarded Black sea and onwards South Africa.
The Italian player pulled of a nice landing in Marseille and gave the french Player a hard time.
Still Berlin was about to fall, surrounded up to Halle there was little hope.
Anyhow, by splitting his forces with every province gain, Germans finnaly retook one province trapping 12 Divsions in Halle. The Russian Bear was calm all of a sudden, Germany went back to west., with a few forces.
Japs landed in Odessa and advanced all over ukraine, followed by italian Forces, while to German Divsions made its way through enemy controlled baltic and secured Finland as well as Leningrad. (All UNGUARDED)
Russia noticed it had no chance to redeploy without a direct way to moscow, and somehow lost its interest.
Moscow was taken litterally unguarded in July 1936.
The forces in Eastern Germany were cut off Supllies and Russia gave up. Meanwhile Franco fought on our side, since allies tried to finish him in Civil War. With Japanese help we unified Spain and gained an new Partner.
German Player then broke through a canadan held piece of French border an directly drove onto Paris. by Agust 1936 the 2nd Player gave up.
Remaining Allies decided to resign as well, after a helpless landing in Hamburg with all 12 existing US Divisions.
Looking back at how we won so fast I´d say:
1. Taking SUEZ is the most important early War Strategy.
With the massive Italian Forces, it shouldn´t be a problem. And it allows to supply through the canal, as well as combining Italian & Japanese Fleets.
2. Dividing up Research ist very important. Use the individual knowledge allready given by start.
3. DON`T ANNEX. Try to beat smaller countries without really killing troops and turn them around by puppeting. Only annex once in while to be able to deploy newly build troops there. Iraq for Japan is interesting

4. Constantly check numbers of enemy Divisions. If he is busy doing something at one point of the earth, attack on the other.
5. Don´t play with normal CHAT. Play with Teamspeak or other Voiceprogs. Makes coordination better, way better.