If you've ever wondered "Wow, wish I could transfer my save from other Paradox games to Stellaris", then you're in luck. User PTSnoop released today a mod tool to convert Hearts of Iron 4 save files to the sci-fi 4X.
The tool picks out the top few nations after the WW2 peace conferences and gives them their own "exoplanet colonies" to start from, with bigger/more industrialised countries getting better starts than weaker nations (which get extra difficulty-setting penalties).
The mod goes the extra mile and even simulates a "halfway-plausible timeline" with multiple futures between the end of WWII and the 2200's Stellaris' start date, including:
Even better, the tool supports HoI4 converted games from Victoria 2, EU4, and Crusaders Kings 2, allowing you to literally play a single nation from the mists of history all the way to the reaches of space.
Keep in mind this is a fan-made tool that was just released, so it may have some bugs. There's a list of limitations, such as being Windows 64x only for the moment and character's names drawing from the default human name instead of Hoi4's, for example. It probably won't work with the 2.0 update either, but we'll cross that bridge when we get to it. You can read more about the mod here.