https://en.wikipedia.org/wiki/Iranians_in_China
"Iranian people such as Persians and Sogdians have lived in China throughout various periods in Chinese history."

Sasanian Empire Religion:
Zoroastrianism (majority)
Babylonian religion
Christianity
Judaism
Manichaeism
Mazdakism
Mandaeism
Paganism
Mithraism
Hinduism
Buddhism

https://en.wikipedia.org/wiki/The_Secret_History_of_the_Mongols