Nobody's Business

Needs Khans of the Steppe. Declare an Overrun war on a realm OUTSIDE the Great Steppe, win, and settle your people there. The Khazars in 867 are the wiki's pick - parked on the steppe's western edge with several non-steppe neighbours in reach, so it's one war from more or less the start. NB settling ends your nomadic days, and Settling In wants you to settle INSIDE the Steppe, so the two are separate runs.