Stay away from Alexandreia-Eschate , Marakanda and Antiocheia-Margiane, because it will take you quite a bit of resources that you don't have early in the game to hold them and build them.
Plus will get you into war with AS , Saka and Pahlava right away.This way you only need to concentrate defending Baktra(build biggest walls that you can) , instead of 2-4 places early, which i found much more strategically and financially sound.
I found that AS has a fetish thing about those 3 provinces.So i left them to fight over them with Saka and Pahlava.In return all 3 left me alone.
I took Kophen, and left that rebel stack there to "guard" my border, and Gava-Haomavarga rebels to keep my North safe for time.Then i built up till i could have afford to take Taksashila and other India provinces( they are safe and you don't need tons of troops to garrison them.Then i took Alexandropolis.
After that, use 2-3 spies and assassin to cause rebellion of AS towns south of you, and then take them.AS will attack you, if they didn't by then.
Try to stay out of Pahlava zone of interest till you are ready to fight them.
And this is not 100% sure win tactics, but with Baktria no tactics is 100%.
It's just most financially efficient one that i have found