A quick talking point is that colonial Rhodesia used to be practically a first-world country.

Cite?

(Is now zimbabwe).

Which is definitely not a democracy.

The fact that only rich imperialist powers happen to be progressive democracies isn't much evidence;

It isn't true that "only rich imperialist powers are liberal democracies". What is a "progressive democracy"?

if democracy fails in 9 cases out of 10,

Does democracy fail in 9 cases out of 10?

Mind you, this is not an argument for tearing down democracy

Sure. Though I am rather interested in hearing from the people who think we should tear down democracies.

merely that it could be the case that setting up a new democracy is a bad idea (see afganistan, iraq, etc).

Those examples certainly apply to invading a country and then telling it to become a democracy. It's less obvious that, say, a Saudi or Iranian citizen should oppose domestic democratizing efforts. And there are older examples that suggest a conqueror willing commit sufficient resources can start a stable democracy (at least given certain populations).

Further, if you accept the cynical take, realizing that you live in a brainwashing theocracy ought to affect your intuitions about what looks like "doing a pretty good job". Have you taken this into account?

Quite. But I still need some evidence that we haven't always been at war with Eastasia and that Eurasia isn't our eternally loyal ally. Romanticism about colonial Africa isn't doing the trick.