Congratulations! That's a lot of stuff to do. I absolutely love Brahms 118- a smashing set. The Brahms Variations are incredibly complicated (compositionally). Have you heard his variations on a theme of Schumann, Op. 9? It's actually exceptional, as are his variations on an original theme (21-1) and his variations on a Hungarian song (21-2).
Any thoughts about learning a Brahms Sonata? (and yes, attempting the Appassionata would be very frightening.)
I really like Partita No. 6 in E-flat Minor. What do you think of that?
I know you sort of wanted only German and russian, but I have some suggestions of other nationalities.
Would you like to learn some Saint-Saens Etudes? They're extremely well-crafted from both technical and compositional points of view. (And completely neglected, practically! I really like the preludes and fugues, the "major and minor thirds" etude, the "independence of fingers" etude, and the Toccata (111-6).
I'm a fan of Liszt's etudes, but they're rather hard (:p) and not everyone agrees.
I really like some of Rachmaninoff's Etudes-Tableaux. 39-3, 39-9, 39-5, 33-5 are among my favorites.
About programming, I've often thought about a program based around thematic transformation, a la Shoenbergian analysis.
You could open Baroque with a prelude and fugue (Bach-Liszt in a minor?) which transforms extensively the subject of the fugue. Following that, Beethoven Op. 110 or Op. 57 would fit. Brahms Op. 118 or Op. 24 (Handel Variations) would follow, and you could finish off with the Liszt miniature which uses his variation technique (For instance, Mazeppa.).
Best of luck,
Daniel