Well wonder no more! Created using geopandas, with shapely as the main library for processing geometric shapes. Used scipy's voronoi functionality to determine the boundaries

Also incuded for a slightly larger region, and instead of capitals, cities with one million or more people. City populations from https://simplemaps.com/data/world-cities, which is an estimate of Urban population. Countries included in this map are all Europe, the Middle East (north of Saudi Arabia), the Caucaus nations, Iran, Kazakhstan and Turkmenistan.