I've been meaning to play HOI for a while. I was put off by the short time frame it's set in - feels like I need to understand how they handle that compared to multi-hundred year timeframes in EU4/CK2. Mind Vicky is roughly 100 years but still great replay value but still 100 years is longer than a decade or two? The mod might be the push I need to check it out :)
By "link up", I didn't mean the same game. I meant something like a save converter that takes your CK2 save and you can use it to seed the world in EU4. Then it's just a case of doing that up the chain and filling in gaps with new games (I believe timeframes of CK, EU and V sit back to back).