CK2, followed by Victoria 2 and then HOI4.
I love EU4, but I find it I like playing it less than the aforementioned games. EU4 feels weirdly like a generic conquest game when compared to the specifity of their other designs (I know it’s not generic at all, but Paradox has spoiled me with their less mainstream offers).
Never played Rome, but I’m big into Roman history these days (getting hold of Cambridge Ancient History second hand volumes is hard, though) and I would LOVE a Rome 2 if Paradox is listening.