Zoroastrianism was most prominant in the Sassanid empire, who billed themselves as successors to and held territory similar to the Persian empire, where it was the official religion. At its height the empire held some of the prominant silk road cities such as Bukhara and Samarkand, and during the period of their rule, they repressed the wide variety of religions that existed there and forced the faith on the city's populations. As far as I know, there is no was to fully determine the popularity of the religion outside Sassanid bounds, but the fact that they were able to get a foothold in many of the major silk road cities almost certainly implies that it would have spread at least to some extent, into China, India, and Arabia.

Source: TTC lecture series Barbarians of the Steppes.