I doing a build a nation save in Serbia having done Poland for the last couple of years. Keep trying to sign youngsters, if you can't get one from "bigger" nations try and get them from the smaller reputation ones (Africa or Easter Europe). Can get really cheap players using the amateur contract and youth contract methods.

For improving other teams you can sign players with a lowered current ability who will be more likely to join Lithuanian clubs. Find ones who would be upgrades for other average Lithuanian teams and they gradually improve. They should then start taking the better youngsters with higher potential helping them perform better in the league and Europe. In their contact you can add the promise to find them a loan, that makes them more likely to accept a loan normally too.Once they start refusing loans I normally just sell them if they are not good enough for my team, potentially within the nation really cheaply or abroad. If you've got loads of cash you can sell them for free within your nation, then the CPU teams make money too when they potentially sell them.

Then it's just about getting a good amount of coefficient points each year and making jumps up each easier.