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The alternative is starting the game and using the ''tag nation'' cheat to manually remove all the armies you want to have removed. However, this leaves you with the same issues of nations being unable to build armies to the level as which they were when ww2 started.
You could also edit the OOB files to your liking, it will be a lot of your work but you fully define everything :D
The final things is using cheats(quick build, infinte resourses, edditing provinces, adding manpower via editing game files)
Why do you want to start without armies in the first place?
you could also tweak the diffucilty settings to the extreme, ginving a 100% bonus to leadership for everybody :D Or increases land production and movement speed :P
Orrrr create an army of militia as Russia and attack germany with 10.000.000 militia soldiers :D
But for a completly different game, try mods ;)
There is even a zombie mod :D