I am working on a very similar project, which I dubbed the 1.000.000 loci memory palace, also described below.
A lot of my memory palaces have room left over, but I have had a few moments where this was not the case. Those might be experiences that you could be interested in.
First is creating an expansion. Many memory palaces are a single building, and often times I have the possibility of creating a small additional palace like a backyard, a shed, or even a storage box. This is something I rarely do now, as it will still create a limit, and it is only able to add a few loci.
What I do more often is use “marker”. When a palace is full, and I still want to be able to put more information in it, I grab an empty palace and set it on fire. Everything is burning, hot and full of smoke. Still not enough loci? I grab the palace and drown it under water. I have to swim through it, some loci are floating around, you name it. These markers change the palace enough to be able to put new images in it, while also not requiring me to build a whole new palace.
Though an important bit is the organisation.
Lets assume your example of Markus Aurelius. I might have many images of his life, his war efforts, his time as emperor and his stoic philosophies, and end up with a full palace. Then I find new information, I find a source claiming that Marcus Aurelius thanked the Christians for their prayer for rain, which came and saved his army from thirst. (spoiler alert: might not have happened at all). I walk through my palace, find that I have nothing on him and christianity, and I start researching a bit more about it.
I might find a pretty interesting story, and decide that I want to add this new information to the palace of Marcus Aurelius. So I grab the memory palace, set everything on fire, and boom, I got a new palace to store all this fascinating knowledge into.
I might also decide that this topic is more suited for the general prosecution of christians by the roman empire in the first four centuries, in which Marcus Aurelius also played a role, having thousands killed during his rule at times of the Antonine Plague (if I have memorized that correctly, I just found that it is due for reviewing)
In the end, review is also key. But that is a story for another time.