First thing i would do is not invade poland. The simple fact is that that when you invade poland you go to war with britan. Frace can and was defeated, but given the strength of the RN there is no way the germans could have defeted the british in a reasonable timeframe. If they had no other obligations and no massive threat from the soviet union they could have geared a large ammount of war production to commercial warfare assets such as MPA's and U boats. Enough to cripple the UK economicly and get them to come to the table. Invasion of england was never an option due to the strength of the RN, maybe in 1950 after 10 years of peace. The time this would have taken would have allowed the Soviets to gain enough strength to take the germans on in eastern europe. As long as the soviet threat existed, sufficient R&D and military output could not be brough to bear on the british sea lanes. Bid of a catch 22. So to aviod this i would not go to war with the western allies. This wasn't an option for hitler who's objective was vengance for the first war and the humiliation of versallies, but it is for me.
So i would back down from the Danzig crisis and start dealing with France and the UK. At this point that would not be easy as both france and the Uk were gearing up for war, but with large pasifist feelings in their civilian population caused by the horrific cost of the first war both countries would jump at a chance for peace.
Over the next 2~3 years i would launch a large propaganda and diplomatic campaign in the west concerning the threat of the soviets and the portraying germany as the west's bullwalk between them and the communists. This would include abolishment of all jewish operession and all of the anti jewish stuff. This campaign would include the US which had a large isloationist lobby, without a war with the western allies the US would not interviene in a war with the russians, except on our side. The whole objective of this dialog with the west would be first decreasing tensions in western europe, 2nd economic, military and political cooperation with the western allies, 3rd a coalition against the soviets. The third ones the kicker and it would take some real swindling to achieve that, as the sllies may be content to sit back and watch their two enemies beat each other to death. To overcome this the agressiveness of the soviets and their huge military would need to be continually stressed in the western media and across the conference table. The thought of soviet armies sitting on the rhine should be enough to get the french to commit if such a war happened. If we could get the French and possibly british directly envolved in a war with the soviets, and the US to stay nuetral (possibly on our side). During these two years I would continue rearmament on as large a scale as possible, using the soviets as an excuse for the allies. the sucsessfull diplomatic campaign (that actually occured) in the balkans i would (hopefully) emulate with hungary, romania, bulgaria and slovakia in an alliance with germany. Poland would be a BONUS but i wouldnt count on it. If the russians made a move they might come running but i doubt it. And hopefully by 1942 by would be ready for war with the russians, with the french and british on our side (or at least not helping the russians but us with materiel) and the americans minding their own buisiness.
The lessons of poland and france would not have been leaned which would hurt our combat effectiveness but that would have a silver lining. Hopefully we would not be so over confident. During our 2-3 years i would winter proof our formations (as much as possible) and expect a multi year campaign in eastern europe and russia. And with (hopefully) french support i would go at it with the russians in either the late spring of 1941 or 1942, depending on which way the diplomatic winds were blowing. Without US aid, especially trucks, the russians would have a very hard time, especially with french (and maybe british) armies in the field with the germans who wouldnt be expecting a 6 week victory, but still using blitzkreig tactics.
If the frenchies didn't go for it, then the whole german war effort could be concentrated against the soviets who would still be international leppers with no international aid.