aliensurfer: I would suggest developing a storyline and set of characters that span the whole interwar period. Perhaps you could have a set of protagonists from different countries that keep clashing or cooperating with each other between the wars. You could use some young veterans of the Great War, some of them pilots obviously, and perhaps some of them army or navy people who turn mercenary after the war, and perhaps some scholarly archaeologist or biologist types. You could include a couple of female pilots. You could start in the chaos of the German and Russian revolutions.
Exotic locations abound. Africa is obvious. Whatever your heros want to find, some of it is probably deep in the heart of Africa. Most people on this forum use Foundry figures for that, but Copplestone has other figures. Egypt is another obvious one, and Old Glory produced some fair figures for Chaos in Cairo, with some Eygptian civilian packs. I got a pack of French Foreign Legion and a pack of Arab diggers with shovels and a pick, perfect for an archaeology scene, from that line.
You could do something deep in the Amazon with some of those packs from Copplestone, something deep in the Asian back of beyond or Tibet with other Copplestone packs, and something in China with packs from Copplestone, Pulp Figures, and the two Foundry Chinese pirate packs from Foundry's swashbuckler line.
I would suggest buying three or four packs of cannibals from Old Glory's pirate line (the 30 warrior pack, the chief and retinue pack, the boiling pot pack, and maybe the war canoe pack) and make a scenario on an exotic tropical island. (Note, few people ever mention old Glory on this forum because they are mostly cheaper figures for mass gaming, but I've seen those cannibals from the pirate line painted up very impressively, and they'd be a good way to set the tropical scene.)
The Mexican Revolution didn't end until about 1920, so there's some possible action there. Foundry has a couple of packs of Mexican civilians.
You could pace yourself and do a different scenario or series in a different exotic local each year.