Yeah I went the delhi>Mughal route but think I spent too much time mucking around. Though I think it took me three successive wars with Delhi to claim all the provinces due to war score imbalance. Either way not doing too bad now, have muslim tech and Indian units(which....kinda meh), and a couple provinces that give me better Islamic cavalry. Have a personal union/alliance with the Mamluks and a sizable Iraq that came outta something. Only problem are the Ottomans potentially gobbling everyone up.
Yes the units are kinda meh and you dont have a chart to compare it with other tech groups on the fly ; so its very hard to know before engaging a western enemy stack if you will win or not, lot of things to take into account ,ideas, prestige discipline . However with the massive income you will get from the east you can get the best military advisors and get all the military ideas to compete.
The game is really more fun in iron man mode, you have to be a bit more cautious , no reloading after failing an attack with your massive stack of units.