Here’s a few ideas:
1.) Let Gibraltar scramble, and let Denmark scramble, or at least make Sjaelland, the island with Copenhagen, a seperate territory which can scramble.
2.) Make it so that if one side controls both entrances to a straight, it blocks sea movement to the other. For example, if Germany controls both Norway and Denmark, the allies can’t pass into the Baltic. However, if the allies take either Norway or Denmark, both sides can pass through, and if the allies take both Norway and Denmark, only the allies can pass through. Same would go for Morocco and Gibraltar. This idea would create a new importance for the Germans to defend Norway rather than the axis just abandoning it except for a few infantry as happens often in the other games.
The Panama Canal, Suez Canal, and Dardanelles would only be bordered by one territory each so only the side controlling that territory can pass through.
Also, since Japan can scramble, should the UK be able to scramble? Even if it is divided into two or more territories?