How can I take Vichy France and the Reichskommiseriats as Italy after they join the Axis?

Very frustratingly, the puppet states Germany establishes in Europe own their own territory, so as Italy I cannot make the historically accurate Roman Empire normally. I know many people cheese it in 1937 but I'm not into that, and I don't want to cheat. However, there is no other way to take south France, north Africa, Corsica, and the south Benelux. This is really annoying. Is there literally anything I can do?