Will talk about Yugoslavia.

Following website (in Croatian) contains List of identified victims of the Jasenovac Concentration Camp. Jasenovac was the largest concetration camp in Nazi occupied Yugoslavia.

There is a table the victims were grouped by their ethnicity. Out of total 83,145 identified victims, 1128 were identified as Muslims. Muslim in this table refers to Bosnian Muslims aka Bosniaks. So, short answer, yes there were Muslims killed in the Holocaust. However, Bosniaks were not targeted for extermination and Nazi regime considered Bosniaks to be Aryans. They were sent to Jasenovac for other reason such as being a communist or communist sympathizer, hiding Jews, being captured partisans, etc. (The table also mentioned 10 ethnic Germans as victims of Jasenovac).

The table also shows 16,173 victims whose ethnicity was Roma (Gypsy). Romas in the Balkans are mostly of Orthodox Christian or Islamic faith. I do not know relative percentage of the two groups but I assume a good part of the 16,173 victims might have been Muslim Romas. They were not targeted for their faith but rather for their race.

Follow up question: how did the Iranians fit into Nazi "academics"? They claim Aryan descent.

I've never heard of Muslims being targeted by the Nazis specifically for their faith. The Nazis had some allies in the Arab world, including the Grand Mufti of Jerusalem and the Prime Minister of Iraq. Bosnian Muslims (among other nationalities in occupied Europe) were recruited into the German armed forces.

It does occur to me that millions of Soviet prisoners of war perished in German captivity, and that six Soviet republics (Azerbaijan, Kazakhstan, Turkmenistan, Uzbekistan, Tajikistan, and Kyrgyzstan) were predominantly Muslim.

I've often wondered why/how they could be allied to the Japanese too. Were we seen as inferior?