Frankly, out of the Vicky 3 DLCs that are out, none of them are really necessary. Unless you want more flavor for France and/or Brazil. One of the DLCs is literally just cosmetic. In simple terms, I wouldn't recommend any of the DLCs unless you play a ton of Vicky and specifically want to play multiple runs as France and Brazil.
The only dlc that is gonna be really interesting is the upcoming Spheres of Influnece expansion. How impactful or good it will be remains to be seen though.
EDIT. There are paradox games where you need multiple dlcs. Vicky 3 is not one of them ATM. Just play it with some mods and you are good to go.