I actually really like that idea.
Greece is tough. I always go after Turkey somewhere in 1936 or 1937. Their navy is stronger than yours, so I ally with either Japan or the UK to provide naval support. (Japan usually because they will ally you once they are at war with China). Once you've got Turkey, you can build up industry and hold out from there. I passed Italy in score by the end of the game, but my aggressive tendencies led to my downfall, and the Allies crushed Greece in 1945.