I would def support HFM categories. Other potential categories could be "conquer all of africa" or "own london as nation besides the UK" or. I think this has the potential to be a game of many, many categories, which could make for some fun strats!
If we stick to the base game, I do think that a World Conquest % would be theoretically possible, if possibly taking hundreds of hours to complete. I think so far people have pulled of WC as Greece and the UK.
The current two categories for this game (Any% and Westernize%) amount to "click a couple buttons really fast" which i believe fails to represent the game properly.
A category for unifying Germany, starting at the 1836 start, would allow an actually interesting and strategic play experience, as a runner would actually have to take actions, fight wars, etc. to complete the run.