Just turn left at Suez! (.... ?)
Another suggestion: Instead of pushing eastward, after the fall of Egypt and the seizure of the Suez channel, they stop at hte palestinan border and concentrate on relieving A.O.I (Africa Orientale Italiana, Eritrea, Ethipia and Somalia) through the channel. This had maybe allowed for going on teh offensive meancing Sudan and South Africa and seizing naval bases useful for supplies and for bigger warships to look on the Indian Ocean. If successfull they could deal with Yemen to concede their territory for operations against the British in the arabian peninsula to seize the oil ressources there: menaced both in Africa and in Arabia, with Axis navy at the gates of their "own ocean"... I'm going too far, ain't I?