Well, there's a lot of differences between Hetalia and the Percy Jackson series. While both have a background on history/myths, Hetalia adds a “comedic” effect to history, while PJO has its fair share of death and drama. The characters in Hetalia are virtually immortal (see Prussia), making there be less continuity in the manga, as they quite literally have all the time in the world (haha puns…). In PJO it's quite the opposite, as the series is completely story based and the characters live in constant fear of death (as demigods).
While I do very much love PJO, I do believe that Hetalia is more interesting than it for various reasons. The creator of Hetalia, Hima-papa, basically gave the fandom a bunch of characters and personalities, and left us to interpret it ourselves in our own way. Some fanfiction and fanart creators create angst based off of wars, some write romance between the countries based off of political alliances or just personalities (PruCan), and some keep Hetalia humorous by writing crackfics or drawing the Hetalia characters on memes.
PJO has set character relationships between the characters. Now, that doesn't mean that other pairings in fanfictions don't exist, but no matter what you ship in Hetalia, you will not be judged, because no ships are canon (Italy and HRE of course is a different story).
Basically, I believe that Hetalia is more interesting because Hetalia is whatever you make of it.
Cobalt to Hetalia: Your anime/mangas have basises in histories, likewise PJO has a basis in Greek Myths. How are these fandoms different, and why is your anime/manga more interesting than the PJO books?