How in the hell have you not played a paradox game. Grab ck2 and go nuts. Stellaris might be what you want tho.

Other people have mentioned Paradox several times, and they are unquestionably the big name of the grand strat genre. Their main games are:

• Hearts of Iron. WW2 setting, pretty much exclusively about war. If you want to flex your strategic skills, this is the one to get.
• Victoria. The 100 years before WW2. Primarily about industrialisation. Victoria games have by far the most in-depth economy systems.
• Europa Universalis. These ones are about the era of European colonialism, spanning three to four hundred years with the Napoleonic wars at the end. EU4 is pretty the most like a Total War campaign map in feel.
• Crusader Kings. 700 years of feudalism. The map in these ones is limited to Europe, the western half of Asia, and the north of Africa. Distinct in that you play as a dynasty rather than a country. These ones are the most roleplay-heavy
• Stellaris. This is the only one I haven't played, so I'm afraid I can't say much about it

I mean.... Welcome to 4x! There's so very much out there. Have you really played no sid Meier's civilization? That's just a half step up on the empire building complexity (and a quarter step down on combat, which you don't have much interest in if I understand correctly.) there are a number of other civilization inspired games that are coming out right now, as well as some older ones that have a different spin on the civ framework (I don't have a list in front of me). Galactic civilization 3 is another half step deeper into the empire building genre, Stellaris and sins of a solar empire are also rubbing elbows with greatness of space 4x (sins is a very slow rts which might be intriguing to you). Back on earth we go for the much more involved 4x, crusader Kings, Victoria, and Europa universallis, those are entries that will make creative assembly, and their total war series, look like children playing with blocks and a peg board.

Thanks so much for all the tips! Sounds like I'll have to give Stellaris a go, when the next Sale drops.

Bannerlords 2 and the others you all mentioned, sound really interesting, too! Damn, the next Sale's gonna kill me financially and socially.

Civilization is also an obvious answer that I'm not seeing mentioned. I feel like it's more manageable than Stellaris, especially older versions (I tend to play IV or V).

How about Mount & Blade II: Bannerlord? It might be more action oriented than TW but still it’s a decent Kingdom-ing game.

I can recommend Age of Wonders games. Classic series is fantasy but there's also sci-fi spinoff Planetfall which you might enjoy even more.

Edit: Also Civilization obviously. I recommend especially 5.

Edit 2: If you don't mind really old games, check out Master of Orion 1/2.

Listen, Crusader Kings 3 is really interesting. You're specifically playing the ruler of your nation, not the nation itself. You'll play as your heir when you die. It's much more roleplay oriented than other grand strategy games. Even Total War Three Kingdoms with its focus on the characters and their relationships doesn't come close. Give it a look.

And obviously Stellaris.

Not sure it strictly counts as Grand Strategy as it's more of a sandbox, but X4 might be up your alley on the sci-fi front. Build a galaxy spanning empire from a single ship; complete missions, mine, trade, explore. You -can- fly the ships, but you don't have to. You can just sit in a station issuing orders.

And older game that people seem to like a lot is Sword of the Stars (2008), while despising the 2nd for lacking features and bugs aplenty. You can get it on GOG too, if you prefer, and being old makes it very cheap even out of a sale. I've tried it once but got slightly intimidated by the UI, but then again I barely spent 10 minutes in game (I also gave up on X3 the very first time I played, so...)

For a "lite" version of space empire building, Sins of a Solar Empire can probably satisfy you as well. It's an RTS, you only play skirmishes, but there's a lot of setting up new colonies, researching new tech, building stuff besides shipyards, propping up your fleet, etc. Combat doesn't require a lot of micromanagement, usually just using a capital ship's power every few seconds and defining target priorities.

Its a bit dated but still good, Imperium Galactica II

If you are into open source, give Remnants of the precursors a try, it's a modern spiritual successor of the oldie Master of Orion.

I'm really surprised no one mentioned Terra Invicta!

Basically if the Three Body Problem series was a Grand strategy game.

In terms of grand strategy it is quite grand. So massive and complex that even 100 hours in, I haven't completed a game.

That being said, it's so addicting. I haven't really played any other Sci-Fi games where you can take over multiple countries on Earth, take over other bodies in the solar system, and field space Navy to defend the planet.

Paradox has you covered. Crusader Kings, Europa Universalis, Rome, Stellaris, Victoria and Hearts of Iron. Take your pick and enjoy.