Sure you can. You just can’t do it in the bigger zoroastrian countries due to religious persicution (my guess).
Any religion that would refuse people from coming into it is never going to leave being a “Cult” and will then likely die out very soon.
Why guess...and guess wrong, at that? The information is easy to find.
http://www.religioustolerance.org/zoroastr.htm
Zoroastrians do not generally accept converts. One has to be born into the religion. This belief is disputed by some members.
The traditional wing of Zoroastrianism discourages and does not recognize inter-faith marriages. More details: http://www.religioustolerance.org/ifm_deno.htm#zor.