Religious teacher taking duck from zoo - a bird to put in the oven? (9)
I believe the answer is:
Here is my best explanation:
'religious teacher' is the definition.
'duck from zoo a bird to put in the oven?' is the wordplay.
'duck' becomes 'o'.
'from' suggests deleting specific letters.
'a bird to put in the oven?' becomes 'roaster'.
'zoo' with 'o' removed is 'zo'.
'taking' is the link.
(Other definitions for zoroaster that I've seen before include "Persian prophet", "Prophet" and "Religious leader".)