@Cornwallis The UK will struggle to keep Malta supplied, as they did historically. But once you get the UK Navy into the Malta convoy zone, it will be easier. Then just deploy 1-3 supplies and a couple of fighters straight to the Malta convoy zone when you need to resupply the island and that should hold off the Axis.
The UK choice early on is typically supply Malta or attack the Tripoli convoy zone.
Remember that each Axis power only gets 1 round to take out your supplies. If they don’t get through your escorts in that first round, your supply escapes the combat.
If the Axis uses Stukas to target your supplies at sea, that makes it harder, but they still only have a 50% chance of hitting in that first round. And if it’s a large attack, they typically target sea units.
Another method you can try is to send 5 supply to Gibraltar, then break it up. Then, during each subsequent round, send just 1 of those supplies to the Malta convoy zone. Is the Axis going to send air units to attack just 1 supply, especially with only a 40-50% chance of destroying it in that first round before it escapes? They probably have better targets.