#1: Send panzers against Dunkirk. This destroys 300,000 hard-to-replace Allied troops. The panzers, with infantry support, could have crushed this pocket.
#2: Don’t terror-bomb England. The RAF was the only force protecting England against Sealion, and Goering almost destroyed it. Had he kept up the pressure a little while longer, it would have cracked, and Sealion would have been a real possibility.
#3: Make Moscow the #1 focus of Barbarossa. Specifically, the Nazis should not have diverted panzers to other fronts.
Some other things Germany should have done are:
Don’t follow a ‘no quarters’ policy in Russia. The Communists were hated by many of their subjects- the Nazis missed a chance to be seen as liberators (although, had they won, they may have faced rebellion as they tried to implement their racial policies in occupied Russia)
Prioritize Murmansk and Archangel over Leningrad. This may seem strange, but the capture of three of four of Russia’s main European ports (Leningrad, Odessa, Murmansk, and Archangel) would have fatally crippled Russia’s ability to receive Lend Lease. The Finns should also have played a larger part in operations in Karelia.
Allow retreats. The Wehrmacht would have done far better in Russia (and in 1944-5 in the West) had they been given flexibility. Stalingrad could’ve been just a small reversal had the Germans withdrawn from the pocket and established a defensive line.
Don’t let Hitler direct everything. Hitler was inept militarily, and many of the decisions he made are listed here (terror-bombing England, diverting tanks away from Moscow, the no quarters policy, besieging Leningrad, and banning tactical withdrawals), were all ideas of his.