What is the most effective way to spread the Norse faith in Crusader King 2?
It's the year 1000, I am the Emperor of Scandinavia and reformed the north faith. The reformation will help against the Christians getting a foot into my realm, but unfortunately this is the only Norse country and thus any holy wars would be lost against the countless Christian Kings.
Are there any methods to spread my religion other than slowly conquering and then proselytizing single Counties?
I'd say that holy-warring is still the most effective way, especially if you have the full force of an empire behind you. If you attack at a time where your enemy is divided (succession crisis, during another war etc.) they may not be able to call allies, while you have the full force of an empire with you. You should be able to grab a few duchies at a time trough holly war, and may even get them without having a truce.
Great Holy Wars will allow you to take a whole kingdom at once, but they are much more difficult. Other Catholic are more likely to join the defender than during a regular holy war. Still, catholics kingdoms tends to be quite divided.
Then, you will need to convert them. The most efficient way is to give them to vassals, who will each have a court priest to proselyte inside the demesne. Unless you are going North Korea style, you'll have to give them away anyway.
Another method, much more difficult, is to try to capture an heir to a big chunk of land. Go pillage the castle where he is. if you grab them young, you should be able to convert them to the One True Faith™. Their future vassals will not be happy, but maybe you can try to help him once he is on the throne.
If you capture one more aged, force them into a marriage with a Norse. You can get your dynasty on a foreign throne, but it will not be easy and requires quite a bit of luck.
Spreading your faith west, into Christian territory, will require war. It's almost impossible to spread one organised religion into another organised religion's lands.
As well as holy wars, you can invite and press claims of characters. Invite claimants to your court, wed them to your daughter/sister if possible, and convert them. Wars to press claims don't allow neighbours of the same religion to join in- only allies- so you should be fine if you're not attacking Francia or another massive realm.
You won't necessarily get the new ruler as a vassal (there are ways) but even if you don't, they'll be of your religion, potentially your ally, and have 100 opinion of you.
Spreading your religion East, into Pagan lands, can be done peacefully. This is probably better, since the supply limit (especially in winter) and pagan defensive bonuses of Suomensko/Romuva/Slavics make them extremely hard to attack, especially with tribals.
To spread your reformed religion peacefully, marry Reformed Germanic women to pagan men in the east. These women will occasionally convert their husbands or courtiers and the religion will spread. Unreformed pagans do not convert people this way so once a religion takes hold, it will inevitably spread.
Having a high religious moral authority increases the speed at which counties change religion underneath you.
Try to increase the moral authority by conquering, invading and holding the religious sites.
Remember to defend your religious brethren and don't allow invasions to fail.
Reforming the Norse faith helps, (there a multiple ways of achieving this) the most common way is by holding 3 sites and meeting the prerequisite piety levels. Once reformed you don't suffer religious conversions from Catholics and so on as much as previously as it is harder to convert you and your territories and vassals.
You could invite some people with claims on titles in weak realms to your court and then press their claims in wars. Characters will only join a claim-war when they have an official alliance through marriage ties, so you will likely not have to deal with the the whole Catholic world at once (as long as you pick your victims carefully).
In the meantime, convince them to convert to your faith.
When you win the war, they will become ruler of that title and will spread their new religion there by convincing their vassals to convert and proselytizing the population of their counties. You also now have someone of your religion with a 100+ opinion of you ("Pressed my Claim" gives a huge opinion bonus depending on the rank of the title), so they are very likely to support you in any future holy wars.
When you are determined to start holy wars on your own to expand (usually not a good idea when you are of a minority religion), try to pick enemies which are either in remote locations (only nearby rulers will join a holy war), those who are very unpopular with other rulers (help in holy war is also opinion-dependent) or are of a minority-religion themselves (when you are in Scandinavia, there are likely still some people with odd religions in the east).