The problem with your suggestion is that it doesn't work in CK2 due to how it is handled, and it would require reworking certain hardcoded things to make it work.
Whether the standard CoA is used or not is decided based on religion, with the CoA being the dynastic CoA if the culture of the dynasty uses dynasty names for titles and being a random one otherwise (as seen in the case of e.g. a Russian ruler going Sunni). The only ways to NOT have the Zoroastrian CoA show up when playing as a Muslim is to either disable dynastic CoAs for Muslims (which isn't particularly good) or to disable dynasty names being used for titles for all Persian character (which isn't particularly good).
The only way to use the correct dynasty CoA as a Zoroastrian is if the dynasty's culture uses dynasty names (true in this case) AND the entire religion uses dynastic CoAs (which would affect stuff like the CoA for e_persia, which is very Zoroastrian), and you'd end up with the opposite problem with some Muslim dynasties' CoAs potentially being used for Zoroastrian realms (which isn't better).