Well, if i remember correctly there was nothing in Zoroastrianism itself that forebade conversion. However, the religion was so well associated with the state that, by the Sassanid period that it was seen as the religion of the Irianian people and government. When the Muslims came, their converions basically forced Zoroastrianism into the position of the minority religion, and the community which followed it became very isolated and isolationistic as well.
Just speaking off of the cuff here, but maybe we could have Nestorian Christianity or, even better, Manicheanism grow stronger in Persia prior to the Muslim conquest. The Zoroastrianist Church is forced to expend effort to reconvert people and, as a result, gets some experience in it. From there on, its just a matter of a small hop-skip-and-a-jump to think about spreading the religion beyond the Empire's borders.
Where would it spread, however, becomes a bit of a problem. India is pretty set in its own beliefs by this point, and most likely associated the religion with Imperial Perisa. Likewise, there is no way it will be allowed to spread into the Byzantine Empire. So, where does that leave us? Into the Northern Steppe? The Scythians were an Iranian speaking people and might be an availalbe outlet to conversion. Likewise, up into Afganistan, if it isn't already there. I could also see missions to China, following the same routes as the Manicheans and Nestorians.