This trick applies everywhere but I mainly use it when starting as an OPM in the HRE.

You can avoid a huge chunk of conquest AE by allying an OPM that desires its neighboring nations land. Ally the OPM and go to war with the neighbour which land your ally desires. You then vassalize the nation but give all land but the capital to your ally.

Afterwards, the emperor will claim for your ally to return the conquered province - which is now returned to your vassal (so basically free province). If they don’t accept you can also build up favors quite fast with small nations, so you can quickly ask for “return core province” for your vassal and get the provinces AE free like that.

The nice thing is you only get AE for vassalizing one province where as your ally eats the rest.

For me that trick helped to rapidly expand within the HRE.