I've taken the suggestion to conquer land outside the HRE, so I took the opportunity to usurp Holstein (half of it's provinces are my starting provinces), and fabricated a claim on Mecklenburg. This way I could take three duchies within a short period, making good use of some internal conflicts within the kingdom of Denmark (might've read some play about that, once) as you sign truce between rulers personally: so if a ruler dies, or if someone revolts against their lord and becomes (temporarily) independent (like in my case with Mecklenburg) you can press a CB again.
A pity I didn't go for the heathens that used to live there at the start of the game. A good lesson. Oh, and this:
Muahahaha! Take that, Baden!