For the Tarim Basin, I have many rough ideas (actually a lot of it is in the book I shared with you FG, I really advise you have a look at it

), there is much more than just the Tocharians and Buddhism to it (Khotanese, Sogdian and Sanskrit being some of the important cultures we need to add at some point). In terms of architecture, indeed there are many Zoroastrian Fire Temples still impressive today, and Buddhist Stuppas of course; in addition to the quite big statues of the Mogao caves.
But well these are not monumental to the extent of the other sites I mentioned (granted, because whole cities are still assumed to be under the sands...). However, the cave monastery-library of Dunhuang (mogao caves) as a whole could be the occasion for incredible event writing on discovering religious lore, centered on buddhism but going much beyond (in fact all we know about Manichaeanism comes from there, as well as many things about Nestorianism and Central Asian Zoroastrianism, which is still totally absent from the game set up - OK one thing at a time!).
I suggest we come back to all that when we have more time, there are so many things I have in mind and not even the time / attention to write about them...
But if we wanted to make soemthing now based on Persepolis, I would call it "Sponsor monasticism in the Mogao caves" with the options to build a Buddha Statue, send expeditions to gather holy texts from India, study forgotten lore, etc.
But to get this right I think we should first devote appropriae time clarifying/researching lore and designing, so let us put a WIP board on this area, I'd suggest; you have my word I'll come back to it!
