So, what would be the best approach? I get that I would want a background sphere just larger than the planet so the lighting plays nice, but what really has me confused, is how do I match the imported HDRI EXR? When I use Luminosity at 1, assuming it will multiply with the EXR producing a 1:1 in lum profile, but it's very over lit, and I can't seem to match the source perfectly.
Source HDRI: https://polyhaven.com/a/shanghai_bund
Scratch that post, and here is the solution that immediately came to me as I posted.
This is a EXR source, so we need to make sure "data is linear" is checked in the colour tab of your HDRI image map.