It really depends on what the allies are doing, if they are going for a hardcore KGF try to use Italian inf to play defensive and be sure to build fighters instead of bombers, they are better at killing boats and great on defense. Keep your line of troops in Poland and Romania to grab your second NO and try to lure russia out early so you can get a decisive strike. Conserve your forces. Also, try to keep a few Italian armors in Germany or somewhere close where they can do a can opener to open up exposed russian armors, planes, or your 3rd German NO. Getting a few Japanesse fighters into france can also be a huge help, as can a carrier in the med from Japan. The Japanesse fighters can also potentially can opener for you. Sacrifice the Italian fleet at a critical time to inflict looses on the UK’s boats. Be sure to grab every IPC you can with Japan, if the US runs from the Pacific take away there island NO on turn 2. Grab all the 1 IPC islands you can with Japan and push in southern Asia hard. Remember, if Japan takes Caucaus for 1 turn that is 5 more IPCs for Germany, if they get into africa, well you get the point. Do not let the allies take France! Ever.
The biggest place where Germany gets in trouble is they push too hard against Russia, I’ve done it many times myself. If allies are going KGF then gutting Russia is not your job, its Japans. And honestly, they don’t have to walk as far (ICs in India, Indies, burma, etc, are closer than Germany really, weird)