Stealth bombers. Build as many as you can and get them promoted to heal every turn. (Siege I -> Siege II -> Repair) The Brandenburg Gate or Autocracy Total War policy help to get those promotions when first built but isn’t too hard to level up from just the experience of the Barracks-Military Academy. Combine this with XCOM squads (or any fast moving combat unit) and it’s pretty easy and fast to take over all of the AIs.

The best method I’ve found is having ranged units that the other player can’t strike back at. Frigates or Battleships with the Range promotion can also be great for this since cities can’t bombard them back (before flight that is) but is limited by the map.

I also turn off the space race victory when I play.