In short, hit hard every bordering city. Plunder & raze everything that can be razed. Then move onwards with your horde and repeat in the next city. Regardless of the game. This because diplomacy never works and everyone will invade in the end.
Also because if the enemies within ~4 provinces have no buildings they cannot build anything anything beyond mobs and militia, this helps to keep their ability to invade stunted. Even better if you can actually make the cities into actual empty dead ruins.
Use the funds gained to build up your starting homeland, and expand by colonizing some empty hellhole when you have too much money.
Of course some TW games dont have a proper plunder function, Although you can usually still raze buildings.