@Azel - firing a couple ideas at you to see what you think. First, some sort of Grand Tourny to celebrate the unification of the Three Daughters. A way to get everyone of importance in one place in a positive environment, where we can reinforce the idea that they're now part of a bigger entity and put our top-tier diplomancy to good use, as well as fully showing off our new toys with no need to restrain ourselves in order to keep them from doing something rash. It would also serve a sop to our westerosi subjects, both in and out of our borders. It'd be good to remind everyone that since now we're well and truly invested in Essos.
I'd also like to found a new city smack dab in the center of the ex-Disputed Lands. A showing of prestige and power, a way of properly harnessing the extremely fertile and wealthy lands as they were never able to do so, and a method of extending our influence to the conservative landowners, which've seemed to form the most consistent opposition to our reign that we can't just purge. Not sure what to call it, though. Unity? Something describing how this was never possible when the lands were still disputed, but now the endless war and bloodshed is over and it's time for a new Golden Age. The whole thing's a useful statement, basically.