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The biggest thing you can do is utilise puppets, since they can't form a military and cannot break free if they're struggling to cope with resources etc. Annex your oil-rich territories (Sudan, the Trucial states), and farm their oil yourself, but puppets passively give you any resources they don't eat themselves so places like Malaya and the Raj are just resource-farms that you can't see the numbers for.
Once you're ready, you can annex puppets one-by-one at a pace that lets you control the demand.
However, SR1936 scenarios are immensely unbalanced in resource-consumption it's true. There isn't enough oil for the entirety of Europe, let alone the world, until you play the cold-war era (there are techs that jump your era, and overtime you will produce more)
I have max supply where I build, I micromanage my buildings and always make sure supply is as high as I can get it.