Go to %UserProfile%\Documents\Paradox Interactive\Crusader Kings II\mod\CK2Plus\history\characters
Open all the files in Notepad++
Go to %UserProfile%\Documents\Paradox Interactive\Crusader Kings II\mod\CK2Plus\history\provinces
Open all the files in Notepad++
Go to %UserProfile%\Documents\Paradox Interactive\Crusader Kings II\mod\CK2Plus\common\bookmarks
Open 00_bookmarks.txt in Notepad++
Replace (Ctrl+H)
Find what: chalcedonian
Replace with: roman_pagan
Replace All in All Opened Documents
Repeat for sunni, ibadi, kharijite, shiite, druze, and qarmatian with zoroastrian
There will probably be some errors, but that's what I can think of.