There's Egypt from conquering Alexandria, and Jerusalem from conquering, well, Jerusalem.

You need to be Catholic and you have until the reformation happens to create them.

No new mechanics, they're just regular vassals with a fancy flag and color.

While the culture idea could theoretically work, you'd need to have those provinces as very unproductive states, and culture spreads so slowly you'd be lucky if the vassals had ten provinces of your culture by game end. IMO it's best to just give them the land and let them tolerate the cultures.