Khanate of Pechenegs
Count Sirukalpei of Yaik (1). Religion - Manichean heresy
Count Kuertsitur of Khopyor (1). Religion - Manichean heresy
Both have holdings with no upgrades, little money and not-well liked by their liege lord. Khopyor is theoretically slightly better since you can build one more holding to his province
Tried with Khopyor. Your wife is set to inherit Yaik from the other Manichean guy if you can just kill him (you are allied). Main ways of climbing to the top are probably to either fabricate claims on piece of de-jure Sarkel and then demand it from future king of Cumania (since Cumans by default seem to roll over other Tengri people). As duke of Sarkel you can then try to get the kingdom of Cumania for yourself or get independence and play as duke until you manage roll to Georgia and get a kingdom title. It is entirely different matter if you can get the duchy from king since the infidel penalty is fairly harsh.
Better options might be to fabricate claims on duchy of Ryazan (you need 3 counties, divided between two relatively weak rulers) so you can usurp the title. This will take time and money, of which you don't have much. After Ryazan you need to get dychy of Bolgar for yourself so you can create kingdom of Volga-Bulgaria. Duchy of Bolgar is the choice mainly because the finnish pagans in Chermisa will devour your army even when not present so it's less of a hassle than Tengri bolgar.
Money is a massive problem and you need to ninja-anticipate your liege's wars so you can be first on the scene of siege for some extra money. Manicheans do not get close-kin marriage and their only options religion wise are the "Become sayoshant" and "create high-priesthood".
if SoA fleshes this heresy out a bit, then it might have something going for it as it can easily surpass proper religion when muslims subjugate other zoroastrians, leaving only Manicheans left but might just be better to marry your courtier (or yourself if Yaik) with proper zoroastrian and training your kids as non-heretics, as it probably makes converting your counties easier and vassals less unruly. (In my game I was going through mobads rapidly as they got mauled by mobs when trying to convert people). Also, Zoroastrian Cumania sounds awesome.
Yaik is pretty much the same but has slightly better starting position as you can fabricate claims for Aktobe and Bolgar. But as far as game goes, I would say it's fairly boring compared to any other Zoroastrian ruler as you really do not have anything else to do than wait for your chancellor to fabricate claims for you, then hire mercs and hope that Khan does not reform Tengri and revoke your infidel arse with high CA. There should be very little outside threats to Cumania until something wicked rolls over the eastern map border, so time is on your side in that regard.