Once you look into this, you find there isn't any problem doing it.
It's much easier if you can go IFR, because you then get an implicit clearance along the route (in most places) whereas with VFR anybody can pop up and say you cannot proceed... and you have to do Plan B.
Most of the work is logistics. The flying is just ... flying.
Once out of Europe, you definitely want to use the services of a specialised overflight permit company e.g.
this one. They can get avgas shipped ahead in drums, even arrange visas. I've been as far as Crete (both VFR and IFR, different years) and that was pretty easy. Recently I looked into doing Luxor HELX and after wasting 2 months trying to communicate with various people at the Egyptian embassy, I gave up. But an overflight permit outfit can get you visas in a few days or less.
The 3rd world is all about who you know and that is putting it politely. One of the hardest trips I've read was Simon Oliphant-Hope's trek across Russia (around the world) in a turbine helicopter. He spend some 5 digits bribing his way across Russia.