In terms of what you've missed out the most glaring is Sinkiang, where Russia actually ruled over Kashgaria for a number of years in the late 19th century
Best Regards
Grey Wolf
"East Turkestan" generally refers to Sinkiang.
In regards to the OP's request, I'm assuming you're meaning those that can be held semi-permanently? I think that Russia could have taken control of Korea, though only temporarily, and parts of Afghanistan could probably have been conquered (primarily the Tajik and Uzbek areas), although too much and the British would've (rightly) freaked out.
I think that the Manchuria and Inner Mongolia idea could've been done if the Russians had been doubly duplicitous. As it was, China ceded land North of the Amur river to Russia in exchange for help against the British and French, which didn't materialise. If the Chinese reacted with pogroms against Russians in China (this may require a PoD causing more Russians to be in China, but IIRC, quite a few were in Manchuria), then the Russians could plausibly intervene. Same goes if the Trans-Siberian Railway was attacked. The British used the mere (small) possibility of an attack on the Suez Canal to intervene against Col. Arabi in Egypt, I don't see why the Russians couldn't use the same excuse in a region where the British and French were conspicuously absent and the Japanese aren't strong enough to do anything about it. East Turkestan was de facto Russian for a period anyway. That can be wrenched from Chinese control in a punitive expedition against [insert supposedly threatening local tribe here] like the French did in Tunisia.
Persian Azerbaijan is also quite easy, IMO. Simply have some sort of agreement between the British and the Russians where the Russians get Azerbaijan in exchange for allowing the British a free hand in the internal affairs of Persia. Armenia can be taken in some reimagining of the Treaty of San Stefano, where Russia doesn't get an uber-Bulgaria, but does gain something in Turkish Armenia.
In short, I think these can all be achieved with a post-1800 PoD.