Very interesting concept. I'll follow along! A few observations and comments as I am finishing up my second playthrough on Rommel/FM (50% prestige and experience), currently just finished Yemen. Again, I find myself drawn to optimal gameplay with extremely strong, expensive units and focus on maintaining being hidden from the enemy. Thus, my core is 8 Brandenburgers, 4 Gustavs, and, a recent addition, 2 auxiliary Gustavs. In retrospect for a future playthrough, as prestige allows, I would focus on getting experience on auxiliary artillery as soon as the first campaign in order to upgrade them to Gustavs, since heroes don't matter for them.
1. Planning for the future for your campaign, air force. I really, really enjoy the Henschel 123's. Coupled with a few mobile airstrips on the front line, I am using them even into 1946. You can use a long range artillery to suppress soft air defense, then swoop in and destroy them AND retreat with a complement of 3-4 Henschels. I only have one tactical bomber, Melitta, on a Ju 87G I believe, even into the endgame. As seen here, fighter experience is extremely important. I would consider getting more of them to the experience cap earlier (5-7 of them, even, in the first campaign). If I were planning on getting to where the enemy had +5 strength on the difficulty table (are there even enough scenarios to get to that difficulty level?), I would consider maybe having an extremely minimal air force, perhaps 4-5 fighters and 1-2 strategic bombers. This is because the super hero enemy fighters late game, even now, will choose to attack your best fighters. Similar for enemy flak with heroes. One cannot risk those types of losses in 1946. The alternative would be having an almost completely ground-based force, with camouflaged 20 mm guns providing most of the killing power. There is also some opportunity here for you to roll the dice again on heroes and, for example, retire your D +2 and S + 1 fighters.
2. Anti-air. The 88's are good for their 2 move early on. I find it very useful to level up anti-air (since they get +2 attack per star) using artillery mode, especally the 10/4's, which can move in, shoot, and move out. The end-game scenario is generally 88/128s protecting your invaluable targets (deterrance), and hidden 20 mm quads covering everything else. You can generally set up anti-air traps to kill the entire enemy air force in one turn. The heroes with movement can be upgraded to mobile airfields that can move every turn (in conjunction with my He123 air force). 1 or 2 kugelblitz/wirbelwind will be needed for forward anti-air duty, when you don't want to risk fighters to enemy heroes or flak units.
3. Artillery: I first level them up with the two high ROF cheapest guns, then upgrade to 10.5's. After they get their first hero, I retire them, or slate them for Gustav upgrade. Note that the FsJg gun starting in 1943 can switch mode and upgrade to anti-tank. It may be a good use for artillery that accidentally get initiative heroes in direct fire mode. It's also a good way to build experience on hard-to-train AT units.
4. Tanks and anti-tanks: I actually only have 3 tank units (Westprussen, one SE unit, and one extra one). I find brandenburgers enough to kill everything. When necessary, artillery fire plus a recon shot can surrender almost any other infantry. At said above, my strategy is to use camouflage units to advance. The default non-elite versuchsjager seems to have better stats compared to both EL and SE versions (32 attack; perhaps this is an oversight?). I use these and a few Elefant/Jagtigers when needed to stabilize my front line. SE AT are trained up as StuGs with artillery fire, which is an arduous process in FM mode. I find AT much more cost-efficient, and, more importantly, invisible, for maximum efficiency.
5. Infantry. I mentioned already, but my entire infantry corps comprises Brandenburger. I would like to have a limit on these, but unfortunately I find these simply the most effective infantry. The difficulty lies in managing their 3 ammo and resupplying in desert tiles. As long as you are on clear terrain, however, they should not lose more than 1-2 strength points to even the strongest enemy heroes. My bridging engineers are auxiliary units that are saved from level to level. I don't even use engineers. I destroy mines with StuG and auxiliary infantry.
6. Recon. Recon is probably overlooked by a lot of players. EL fighters have almost as much spotting, and Brandenburgs offer similar spotting while being invisible. However, in positional gaming, it is VERY important to be able to sneak in for a surrender or sneak in to push back an artillery units. Thus, my recon have been mostly Kugel 82's until as late as 1944-1945, since the EL versions have 10 movement, at which points I switch some to 237 Pumas for the firepower.
As a final note, I would say a majority of my income comes from selling auxiliary units that I save. Perhaps consider this factor in your difficulty settings. It might even be possible to do a 0% prestige run given this information

Cheers.