I'm fond of playing as Norway and Denmark. Sweden is less fun, because it's more rewarding to go all out settling than to try and navigate through your allies to conquer stuff. Maybe I'll conquer Constantinople and a city state or two, but usually not much else.
One thing l will note is that as Norway I tend to fall into a pattern of sweeping from the North down through Great Britain, then streaming across the English channel into Charlemagne's lands. Once I've established a beach head, I split my forces in two to conquer the South to the Andalusians and Pisa and East to Denmark simultaneously.
I usually have very little official time left of my 60 turns at that point. The caballari are such a pain, and there are waves on waves of them. Usually while working on the British city states I'll settle Ireland, then Iceland, and finally Greenland twice. Occasionally I settle North of Sweden, but usually I just let them have it.
Today, I continued after officially winning by score. The Andalusians are weaker militarily, but their terrain is supremely defensible. I ended up using a pincer strategy to take the Northwesternmost and Eastern city with dual naval invasions. From their, I targeted the weaker Northeastern city, freeing up my troops from ranged bombardment when swarming the capital. Following this, the other two cities fall super quickly.
Next I moved troops to take Morocco, while my third army pushed against the Byzantines (owners of Roma). Independent Pisa falls quickly, as my navy finally gets opposition against the quinqueremes.
I took a break today with my units half-surrounding Roma, the walls have beaten down. Meanwhile my first two armies are sailing the Mediterranean towards the closest two city states as my longboats wreck the Byzantine armada.
Next time I'll finish of Roma, Venexia, the two city states, and Neapolis. After that, I'll try to gauge my best path forward. At some point I need to grab the two Northeastern European city states that the Denmark and Sweden AIs cannot capture. Meanwhile I can't recall what the II quadrant of the map looks like on the other side of Italy- I've only seen a bit of it once when I conquered Constantinople as Sweden, so I can't plan for it yet.
This has been a long ramble about my favorite way to play my favorite scenario. I'd say it's loosely related to the topic? Sorry guys.
Side note, has the scenario benefited from updates? The colors are different than pictured on Steam (although I think I recall them always being this way), I thought I remembered embarked units being too strong, but my longboats are two shotting them now, and the AI seems a bit better at holding back (although still benefitting from waves of fresh knights on the regular).