If you love a good grand strategy game, then you should grab Crusader Kings 2 and its DLC on GOG quickly as the base game is free and its DLC is 50% off.
I never could get into Crusader Kings or Europa Universalis. I generally love grand strategy and play a ton of things like Civilization but for some reason Paradox's maze of menus and mechanics never seems to click for me.
ck isn't so much grand strategy to me as it is a game of thrones simulator. The game is WAY less fun if you try to play it optimally. Trying to generate a mad syphilitic king who married his horse and is trying to become the leader of a black magic cult is WAY more interesting.
I'm the same. On paper, Stellaris sounds like a game that could be my all time #1. It has everything I love in games, but my lord .... the learning curve. I have tried it three times now and I could just never get over it. It's like it's not even a curve lol, it's a flat straight up vertical wall.
For me part of that is that they massively rejigger the game mechanics all the time. Now, that's not necessarily a bad thing, as they're trying to improve game rules, but if you learn to play the game as it works one way and then there are some major changes in how things work, it means that you have to do a mental reset (especially if you don't start a new game realizing that things are now working differently, so you don't realize that you need to reset). And it's a game where you need to understand how things work and plan ahead using that understanding, so not knowing what you don't know is kind of a liability.
EDIT: That being said, of all the Paradox games that I own, Stellaris is definitely been the one that I've gotten the most enjoyment out of.
This was my problem trying to get into it after MegaCorp. Suddenly production went from a familiar mechanic like in Endless Legend or Civ to a convoluted mess with all the branching resources. One day I'll get back into it...
Paradox put a lot of effort into making Ck3 more accessible, and I think largely succeeded. of course its still a massively complicated game, but strategy fans are generally willing to put up with that. its being obtuse and impenetrable and confusing that's the problem