Sun Tzu is famous for stating that the battle is often won or lost before your troops even engage the enemy.
Alliances were key before the start of war.
I would have
1 Find a way to ally with the USSR for at least a decade ( hard to do since Ger, Ity and Jpn were joined by treaty in the Axis as an anti-communist effort)
1A Invite the USSR to attack the British through Persia.
1B Concentrate resources to wrestle Arabian oil away from the British and their allies .
2 Leaving the Mediterranean sphere to Italy was a disaster
and I would have ended earlier.
3 Italian troops should have gotten upgraded training before they were lost in the early going.
4 I would have started joint military war games/exercises in Austria and Czechoslovakia with the German, Italian, and other axis troops to get them all up to par.
This would get them all used to German close air support and combined arms tactics that worked so well in the french blitzkreig.
5. Invited the Japanese admiralty (especially Yamamoto) to inspect the European fleets soon after signing the Axis Tri party agreements
6. Yamamoto was opposed to the Rome-Berlin-Tokyo Tripartite Pact.
I would Court Yamamoto and win him over in a way similar to how Hitler got support from the Asters in the UK.
7. Sponsor alliance ready, facist-type, organizations in Egypt, Cyprus, Ireland, Norway, Iceland, etc… who would at least be neutral to the UK. Whoever the Axis can use to gain leverage over the UK.
8. What worked so well in Norway should have been done in Egypt near the Suez Canal and/or Cyprus. Before the Norway invasion.