Couple of ideas.

You can develop a nice income with Zombie Island get some ships and start trading with Italy. As the HRE you need to have control of the northern seas, even if no one will trade with you, so that you can leave your coastal provinces less well defended and to reduce enemy trade income. To a lesser extent you need ships in the Mediterranian seas.

When you left Rome and the Papal States I hope that you blackened the earth, destroying all of the buildings before retreating.

While a constant expansion is always nice, sometimes the HRE takes one two steps forward then one step back. As England or the Danes I hate it if I lose a province I have oconquered, but with the Germans it is to be expected. If you fight you own battles you can either make an orderly retreat or, better yet, use that defensive position to make the attacker pay dearly, thus leaving him less able to withstand you counterattack in a few years. If it looks like you might lose a province or two destroy all the buildings in them also before you get pushed back. The key here is to keep your core provinces pumping out better quality troops.

Better troops mean that you can hold with fewer men, therefore lower costs.

I always try to reduce the number of provinces that border enemies or potential enemies, so if you can clear out western Europe by eliminating the French then I recommend that. Beef up Flanders and Saxony (? the province due south of Denmark) then focus on the Huns.

ichi