What did germany have to gain by conquering smaller, southern european nations

The main reason ANY country would want to conquer another regardless of how big or small was because of the natural resources those countries could offer. As well as this, Germany might have wanted to expand its markets and trade potential. Im going to go ahead and presume you are talking about WW2, in which case there were often oil reserves and valuable raw resources within those countries. 

Well cause daddy stick three d’s slapping them on the tower of paris.