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Ideally, mid/late-1500s should see you managing this, at which point your goal should be effectively constant war until 1821. Feed your HRE vassals most of the land you take, snaking them every-which-way until nothing remains. Be sure to pick up Religious ideas as one of the first four groups. Remember to set your colonial nations (most of which will be inherited from the real colonisers when you annex their last province) to Block Settlement Growth so that they don't use their colonists to increase development on a heathen province you really need to convert.
But if you are inexperienced with one-faiths, it is likely to take centuries and a good guideline would be to get all possible missionaries before the age of absolutism and then make sure that they are busy all the time and that the reformation dies in its infancy, so you only have to convert a handful of protestant and reformed provinces.
The amount of missionaries which you should aim for as a catholic monarchy is something like 8-10 permanent missionaries (base, religious ideas, national ideas(e.g. jerusalem, ethiopia, arabia, and various non-formable tags), defender of the faith, jerusalem monument, heddal stave church monument, San Antonio Missions monument, conquest of mecca, parliament, Assimilating the Cushitic culture group with the Mughal Diwan government reform) and 2 temporary missionaries from the counter reformation.
Where should I prioritize expanding to get more missionaries? Also, how should I go about the new world? Should I already start expanding there or first let Portugal and Castille to their thing? I have GB in PU.
Also, if I get vassals and force convert them and then send them money, will they use their own missionaries to convert the provinces they own?
If the colonizers are catholic, you can ignore it for now, because the provinces which they colonize will usually be catholic(unless they expel minorities). But you could try to get the monument there. To make use of that monument, you must own the province yourself, so you must not have a CN in that colonial region.
If you get CNs, you can use the subject type upgrade increase religious control. That gives them a hidden event which will make them send a missionary to convert provinces. Otherwise CNs don't use their missionaries.
Usually yes. But they need enough missionary strength. So make sure that you don't use subjects which will create trade companies or which use a privilege which gives -100% missionary strength(some of them are not taken by AI subjects if the overlord has religious ideas, but if they already have it, they might not be able to revoke it).
Other than one in Jerusalem and one in Norway, are there any other great projects I should get?
Also, since I'm done with Europe, will it work if I just focus on Asia now, and then later on Africa and the new world, or do I have to expand everywhere at all time?
San Antonio missions in Tanu (4627) which is in the Rio Grande region of colonial Mexico. And the Aljafería Palace in Zaragoza (214). And whichever monuments help with your WC(e.g. alhambra, malta forts and stuff which gives governing capacity and other helpful modifiers).
The order doesn't matter much, but it is helpful to take over the colonial nations around the midgame when the AI has colonized (almost) everything. If you get the CNs early, you can use the subject type upgrade to let them convert. AFAIK the AI doesn't use that upgrade.
And make sure to 30 years before the enddate, you either finished your WC or conquered anything which could get converted in some other way(e.g. via propagate religion or events). Religious zeal can take up to 30 years to go away and it is rather difficult to work around it in some situations. So it is best to prevent zeal from happening and you have more control if you own the provinces yourself(e.g. even a catholic AI might choose an event option which changes the religion of a province).
Edit, i should leave a SS
https://steamcommunity.com/sharedfiles/filedetails/?id=3099169975
Once i revoked, i switch to orthodox to get all byzantiums buffs for missionaries
Is there a way to reduce the cost of integration other than the nobility policy and papal action? Ideas are currently: diplo/admin/influence/religious/offensive.
Admin efficiency also reduces the cost, but that's multiplicative with the annexation cost reductions, so it isn't as powerful.
Austria also has a national idea which gives -15% and it has a bunch of missions which give further discounts. Ideally you activate the various missions and parliament issue so that you can use their discounts for several big integrations before they run out.
All modifiers are listed here:
https://eu4.paradoxwikis.com/Vassal#Annexation
But I dont think you can get it any lower, as you already have influence ideas. Curia Controller apparently gives you another 10%, if that is feasible for you.