I have a very scarce knowledge of Middle Persian, but I do know that in both the pre- and post-Islamic eras, Greece and Rome were both called Rome. The introduction Book of Arda Viraf, which is one of the few Middle Persian sources I know of, refers to Alexander the Great as Aleksander ī Hrōmāyīg or Aleksander ī Arumyi. In modern Persian, this would likely be transcribed Eskander-e Romā'i. So yeah, they called them Romans just like we did.