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You do not want to let them accumulate bases.
In earlier games I typically lost at least two, most times three countries. At that time I was able to take them back and start my counter offensive. Still it was worth to delay the aliens as long as possible to deny them ressources.
In my current game I started in France with the bonus which increases the number and the effectivenes of the tasks you get from the council members, effectively doubleing the rate in which their "shields" fill up. And this time I was exceptionally lucky as the first nation to fall was Nigeria, and afterwards the aliens concentrated on South Africa which also gave me lots of tasks, so the alien attacks didn't cause as much panic as usual. The typical council mission which gives a significant panic reduction every month was enough to keep South Africa. And I felt the difference - the aliens were significantly slower with sending better units, and they sent them in lesser numbers. And they didn't even start an attack on my head quarters yet as they didn't manage to get the necessary conditions due to the lack of ressources.
Now I'm close to start the final mission, the whole world is covered with satellites and panic is at 0 everywhere. This game has been significantly easier just because I only lost a single country.
Also, your argument that it is inefficient to use your interceptors to cover only one country is flawed. An interceptor is ineffecient if it just stays in the hangar all the time. The best place for your interceptors are those continents where you know the aliens will strike in large force - and that happens to be Asia for you. Everytime you damage or destroy a UFO the aliens suffer losses, and you reduce the panic in the country there this happens. So reinforce Asia (or should I say Australia?) and prepare to start a base assault as soon as possible.
Now I generally don't try and secure every bloody country right away. I'll usually start out with my home continent (north america usually) then maybe south america since it only has two countries. It can be done with only two adjacant uplink facilities pretty early on. Then you just need interceptors, preferably with laser cannons, to defense the continents.
I don't try and secure the rest of the globe until I have 2 satellite nexus online, as well as money to afford the interceptors I need, and of course the satellites themselves. Needless to say, this won't happen until mid-game most of the time given its quite the undertaking.
Still, by securing two continents, regularly shooting down UFOs and such there, you should be making enough of a disruption so that the aliens won't get ahead of you.