There's actually an older grand strategy game also published by Paradox Interactive, but not developed by them. It's called Knights of Honor. It's like Total War + EU or CK, with Age of Empires 2 graphics, in real time, where battles are in a separate RTS army v.s. army fashion. I picked it up a week or two ago, and it's really fun.
http://store.steampowered.com/app/25830/
Era: 1000-1300~
It's not incredibly hard either, it's pretty simple to learn and pick up for the first time or two rather than suffer through 5-10 games before you know enough to compete with the easiest AI.
It's just a bit tricky to manage because with the way the game mechanics are set up, you can only have 9 members of your royal court, such as spies, merchants, marshals (military). So you've got to balance everything very specifically, otherwise you wont have enough defense to spread across your empire if it happens to get too large.
-Merchants are used to make trade with other empires and gain income. It's pretty crucial if you want to stay above water financially.
-Marshals can level up and gain buffs through battle experience: from morale boosts, to lowering enemy morale, to faster overworld speed, in-battle speed.
-Spies can be used to infiltrate enemy courts and can effectively become a kingdom's Merchant, Marshal, or even one of their spies. From within the kingdom you can make a kingdom's entire army rebel, make merchants break off trade, or make spies assassinate kings or other members of the royal family.
The royal family ages and marries off over time. You can marry children into other kingdoms to gain land or relations. You can make the royal family into merchants, spies, marshals, etc. at the risk of losing them in battle. (Royal family != royal court)
If your king dies and there is no heir, one of your non-family royal court members will take his place. It is fully random which is picked. This is only troublesome when one of them is a high-level marshal and you end up losing him to old age. But I can look past it, it adds to the fun of it all. Also, if a king dies without an heir, there is a chance the land will be broken into separate sovereignties if the royal court feuds on who becomes king. This can lead to some seriously powerful NPC nations dividing into new smaller nations.
You can declare peace treaty terms from vassalage to demanding payment, royal weddings, demanding land, etc. Vassals will give you a certain income, and are obligated to go to war with someone if you request it, but they can eventually rebel and gain independence.
I left out an awful lot, but I don't want to clog up this topic. It's a great in-depth game.
All in all, this is a fantastic grand strategy game that I seriously recommend if you enjoy Paradox's other grand strategy titles. There's no turn limit, year limit. You play until you're satisfied.