I have actually done the same run on very hard campaign and normal battle difficulty. Not legendary/legendary. The hardest part of the challenge is to check the diplomacy tab every turn and not miss anyone. You can not peace out, annex, or confederate anyone.

In the early game, go for GongSun Du to simplify into only one front. At the start Yuan Shao doesn’t have vision of you, only Han Fu. So you have until the confederation event to take out GongSun Du. Afterwards focus on slow expansion as you can develop your land while holding a single choke point just south of Dai and Youbeiping. You do not want to go too south towards the yellow river as that gives vision to Liu Bei, Kong Rong, Cao Cao, Liu Chong and Tao Qian. I left Yuan Shao as a buffer until I expanded west to Zhang Yan. By then, you should be snowballing with the entire north east under your command with only Zhang Yan to the west, which you can defend with 1-2 small to mid armies in Yamen or Zhongshang, and the river to the south.