Invade Europe!
personally I'm not much for genocide, so I wouldn't kill the Jewish people but rather recruit them muhahah! I'd invade France and Spain, and the Balkans all the way up to Greece.
Britain would probably war me, pfft. but I will do the nap thing with Russia. I'd try to invade Egypt via from the Vichy state in Palestine? (If I invaded Spain as I said, I blocked the med.
) Gain the vital oil. And launch a crazy blitzkrieg heading straight, while have two other army groups as flanks to take Moscow! But I would mantain a bombing campaign into the Russian oilfields
Im sure there is many flaws, but I never said I'd win.