For me:

• Hearts of Iron 4: Yeah, it's a pure map painter game, but I think it does it very well. I find the strategic and tactical mechanics engaging without being overwhelming and the many countries give different challenges that require you to master different aspects of the game (defense in depth as the USSR, lend lease and naval warfare as the US, air war and puppet management as the UK, etc.). Plus, it helps a lot that one of the colors you can paint the map is red. :back-to-me-shining:
• Victoria 2: I really like the in-depth economic and political systems and the modeling of the historical and material basis of the rise of things like socialism and fascism. There is a fair amount of wonkiness in some of the actual mechanics of those things ("socialism is when labor unions and welfare, communism is when labor unions and welfare but also no democracy) and if Vic 3 addresses those issues it will be a very welcome addition to the series.
• Stellaris: It's fun for a while, but once you establish and entrench yourself, you're left doing a whole lot of waiting around. The only thing you really have to worry about until a crisis pops up is managing your economy, and that's quite easy. I think the game would benefit from more smaller crises (especially ones whose solution isn't "throw a big enough deathball at it") and (a la Victoria 2) more demanding and high-stakes internal politics.
• Crusader Kings 3: I fail and die because I am absolutely terrible at securing decent marriages. I do like how it gives you a fair amount of latitude to set your own goals and the emergent stories that develop, though.
• Europa Universalis 4: Played it a few hours, couldn't really get into it. Not sure why exactly, it just didn't resonate with me.

Haven't played any others, so I can't comment on them.