Regardless of what i think with The Mandalorian going with the Sequel Trilogy and trying to tie everything together (can or cannot happen), i got a theory of how they could "dew it".

First, many people believed that Ezra saving Ahsoka in Rebels made the trilogy to be different (or making it not happen). I believe that this is not the case, and instead Thrawn is the one who plays the big role. The last time we see Thrawn was at the end of Rebels S4, when Ezra called the Purglls and they disapeared in deep space. After Endor, many imperial officers fled to the Unknown Regions. In this case to make an example, Sloane was one of them. I think that its quite possible that she met Thrawn there, and with the help of other imperials and the Chiss they create a new goverment (a predecesor of the First Order).

When Ahsoka meets Thrawn (quite possible in her show), Thrawn (trying to protect Ezra and keeping the jedi to himself and the Chiss) will tell Ahsoka that Ezra is dead. This could take the togruta out of her mind and do something even worse: Kill the Grand Admiral. With the death of Thrawn, the imperial warlords will go deeper in the Unknown Space, trying to hide from the New Republic, and meet Snoke in one of this places. After some years of modeling the new Empire, Snoke will betray this warlords, kill the mayority of them and create the First Order that we all knew. The Chiss, without their leader, will perish against the Grysk invaders. Later on, the attendants (peple that help the Grysk) will supervise this new goverment and work as spies for the Grysk. With the First Order and the Sith Fleet gone, the Grysk now have the chance to make the big move and take the galaxy for themselfs (as those rumours of eps 10, 11 and 12).

Now we analyze if Ahsoka does not kill Thrawn, which i am more fan of (fan fiction and headcanon). With the Chiss alive, the imperial warlords will stay with him all this time (making that Heir to the Empire adaption). Later on, we could get the conflict between Unknown enemies and the Galactic Alliance (Empire and Rebels). The FO will never be created, and Clone Palps will be gone before he is a true menace. As we seen in Mando, Grogu being saved by Luke made at the long run to this clone to fully perish. All the remain Acolytes will fled to another place and, years later, a new reborn sith lord Darth Krayt will create his new Sith Empire with Talon on Exegol.

I made peace with the Sequels some time ago, and have it on a different timeline ocurring. I am more of a fan of the idea of two timelines: one with all the stuff that i love as a fan (headcanon), which include EU, New Canon material and fan fictions; and there is the other timeline with all the Sequel stuff there to watch.