Mapping relationships with Fluent API

I have three simple classes of city, state and country. I realized that simply declaring a property of type Estado in class Cidade the foreign key is generated correctly. I would like to know how to do these mappings in hand, I get safer, and if my concern is for nothing, there is doubt about the need to have the options to map in hand.

Entities follow:

public class CidadeEntity {
    public int Id { get; set; }
    public string Nome { get; set; }
    //public int EstadoId { get; set; }
    public virtual EstadoEntity Estado { get; set; }
}

public class EstadoEntity{
    public int Id { get; set; }
    public string Sigla { get; set; }
    public string Nome { get; set; }
    public virtual IList<CidadeEntity> CidadeLista { get; set; }
    //public byte EstadoPaisId { get; set; }
    public virtual PaisEntity Pais { get; set; }
}

public class PaisEntity {
    public int Id { get; set; }
    public string Sigla { get; set; }
    public string Nome { get; set; }
    public virtual IList<EstadoEntity> EstadoLista { get; set; }
}

My mappings:

public CidadeMap() {
    ToTable("Cidade");
    HasKey(c => c.Id);
    Property(p => p.Nome)
        .IsRequired()
        .HasColumnType("varchar")
        .HasMaxLength(120);
    //HasRequired(f => f.Estado).WithMany(p => p.CidadeLista).HasForeignKey(p => p.EstadoId);
}

public EstadoMap() {
    ToTable("Estado");
    HasKey(c => c.Id);
    Property(p => p.Sigla).IsRequired().HasColumnType("char").HasMaxLength(5);
    Property(p => p.Nome).IsRequired().HasColumnType("varchar").HasMaxLength(75);
    //Ignore(p => p.EstadoPaisId);
    //Relacionamentos
    HasRequired(p => p.CidadeLista).WithRequiredPrincipal().Map(p => p.MapKey("EstadoId"));
}

public PaisMap() {
    ToTable("Pais");
    HasKey(c => c.Id);
    Property(p => p.Sigla)
        .HasColumnType("varchar")
        .HasMaxLength(5);
    Property(p => p.Nome)
        .HasColumnType("varchar")
        .HasMaxLength(50);
}

Context with BD:

[DbConfigurationType(typeof(MySql.Data.Entity.MySqlEFConfiguration))]    
public class DataContext:DbContext {
    public DataContext():base("ConexaoBD") {

    }

    public DbSet<PaisEntity> Pais { get; set; }

    public DbSet<EstadoEntity> Estado { get; set; }

    public DbSet<CidadeEntity> Cidade { get; set; }

    protected override void OnModelCreating(DbModelBuilder modelBuilder) {
        modelBuilder.Configurations.Add(new PaisMap());
        modelBuilder.Configurations.Add(new EstadoMap());
        modelBuilder.Configurations.Add(new CidadeMap());
        base.OnModelCreating(modelBuilder);
    }
}

In EstadoMap I did the mapping with Cidade (HasRequired(p => p.CidadeLista).WithRequiredPrincipal().Map(p => p.MapKey("EstadoId"))) but it was duplicated because it generated mine and the automatic mapping (this without nullable: false), I saw that you can do this mapping by the city also (HasRequired(p => p.Estado).WithRequiredDependent();), but it did not work and I did not realize if there is a difference from the state to the city and vice versa. I don't know if I'm doing things right.