First, make Alexander's conquests a failure and a flop; not hard, given the colossal size of the Achaemenid Empire. Secondly, have the Mauryan Empire survive longer so that the foreign policy focusing on a soft power system focusing on Buddhism, as started by Aśoka, continues and Buddhism spreads west via the Achaemenid Empire, not just primarily east into East and Southeastern Asia as in OTL.
Beyond that, I'm not exactly sure what would be necessary to unseat Zoroastrianism in the long run (perhaps a Perso-Mauryan Alliance against Rome?), but it would be quite feasible.