Condorfights's post 17 gives me pause for thought.
Well...maybe :-)
First, Zoroastrians would not have been looking for "the King of the Jews," since AFAIK the Jews did not figure in Zoroastrian eschatology--but descendants of the Judean oligarchy might well have, and moreover would have, as you point out, syncretized Persian/Parthian astrology into their practice, much as synagogue worship in the US emulates some aspects of the majoritarian Christian worship.
Second, the term "magi" would have had a unique meaning in Parthia, but almost certainly a much more generic meaning in the Greek-speaking Roman Empire--much as, for example, the Japanese term "sensei" has a specific meaning among the Japanese people, but a much more generic meaning in English-speaking America: e.g., I am too often referred to by others as a "tea master," which causes me to cringe because I have been an instructor ("sensei") in tea ceremony. My presumption is that there was so little interaction between people in Parthia and people in the Roman Empire, including Judea and Galilee, that anyone of scholarly prominence, including those of Jewish descent, would have been thought of as a magus. Moreover, we also know that the term was used more generically in Greek, because of references to "magus" in non-Parthian situations, such as Simon Magus in Acts.
Third, consider where the story of the Magi occurs: it is only in Matthew's gospel, not mentioned in Luke, who almost certainly would have known of the incident from his interaction with Mary, but who chose not to mention it in his gospel. Why is this significant? Because Luke's "audience" is the Greeks and Greek-speaking expatriate Jews living in Asia Minor, Macedonia, Achaia, and Italy. They might have been impressed by Zoroastrian magi coming to worship Jesus, since the mystery cults were already making their way through the Empire. However, Matthew's "audience" are those steeped in the Tanakh, Jewish scholars who would be looking for proof that Jesus had been the Messiah. They would not have been impressed by Zoroastrian magi, whom they would have considered as unclean heathen--but they would have been impressed by descendants of their long-lost cousins in Parthia being willing to make the 500+ mile journey from Susa to Jerusalem via Ctesiphon, the "summer capital" of Parthia, all because the travelers were convinced that the Messiah had come, since they had "seen his star in the east" (meaning as a morning star, perhaps the conjunction of Jupiter and Saturn in Pisces). In short, if the magi were Zoroastrian, it would have made more sense for their story to be in Luke's gospel, where the Greek readers would have been impressed by a mystery-cult-related people worshipping Jesus, than in Matthew's gospel, where the Jewish readers would have been repulsed by the idea.
That's why to me it makes more sense that the Magi were Jewish scholars having taken on Parthian characteristics--fully admitting that "makes more sense" is a circumstantial argument, and they may well have been Zoroastrian, or anything else for that matter.