Forming Roman Empire as unreformed pagan
You can have a norse Roman Empire, however you can't change back immediately. This shouldn't figure too big a problem though.
A detailed step-by-step guide of what I did:
- I took the Byzantine Empire by kidnapping a close relative of the Baselius and got a kid with her (kinky!)
- Conquered the required Duchies
- Moved my Capital to a Christian County to convert
- Gave my heir the title of Fylkyr (the religious head of reformed norse)
- Switched to Christian
- Formed Rome
- 'Lost' to a Tyranny rebellion so my (still norse) heir takes over. (you could also just wait for your current ruler to die, but that might take a while)
Whether you keep the title of Augustus I can't explicitely remember, but I don't see why not. I will load up the safe when getting home to check.
Note: I do not know whether any DLCs are required for this as I always play with all enabled, and it was well over 2 years that I did this myself, so they might have changed it (which I doubt however)
EDIT: The DLCs needed for this: Legacy of Rome to form Rome (obviously), Old Gods to play as Pagan (thanks to @RossRidge for pointing this out) and Sons of Abraham so you can move your capital.