I can't find a comprehensive list, but there really aren't more than a dozen or two. A lot of ideas moved from Persia to Judea, but not all that many words. Compare: certainly a lot of ideas from Judaism made it into Christianity, but very few words from Hebrew are in European languages: cherub and seraph were left alone by translators because of uncertainty about what the Hebrew even meant, but there aren't all that many other Hebrew words in English usage (and most of those would be recent borrowings through Yiddish); now, a lot of Hebrew proper names did cross over, but that is because stories as well as ideas were borrowed from Judaism into Christianity; whereas Zoroastrian stories, unlike Zoroastrian ideas, did not penetrate much into Judea.
Non-controversial examples of Persian loans into Hebrew include:
ganzak "treasury" which I mentioned before (later Persian was ginza)
rabmag "high priest" is what is called a calque: in a calque, one part is translated (rab is native-Semitic for "great" as in rabbi) while the other part is borrowed (mag is obviously Persian).
achshadarpen "governor; satrap"
appeden: in Daniel, the king's court meets in "the tents of appeden" related to Persian apadana "audience hall"
datt "law" is quite common in Daniel and Ezra-Nehemiah (from Persian datta "what is given" like the Latin data "facts that are given")
qinamon the spice "cinnamon"
These are Indo-European, but probably not Persian:
sumphonion (compare English symphony), a musical instrument like a pipe-organ, is definitely Greek, and its usage in Daniel is a sign that Daniel was composed after the Greeks invaded
pithgam is "decree; edict" in Daniel and Ezra-Nehemiah, but more like "issue; topic (for discussion or debate)" in Ecclesiastes. Late Persian has paigam with similar meaning, and Vedic Sanskrit a form pratigama, so it was supposed that Old Persian might have had an intermediate form *patigama though this was not found in the literature; but Greek has pthegma, used in Homer way too early to be a Persian borrowing; and it turns out that pithgam was being used in Aramaic before the Persians rose. This is probably from some older Indo-European-speaking realm like the Mitanni League, whose dominant language is not certain (there may have been several different languages in use among them) but Indo-European of some kind, perhaps West Iranian (that is, more like Kurdish than Persian, like the later Medes) or Phrygian (eventually mutated into Armenian, but the ancient Phrygian was not so terribly different from Greek).
pardes is "walled garden" in Song of Songs, becoming "paradise" in Talmudic literature; Persian pardeiz is a better source than Greek paradeisos because, although par- or para- for "around; enclosing" is a common prefix in both, the second element (referring to walls) occurs alone in Persian but not in Greek, and since the Greek word is also only found late, it is considered a borrowing into Greek from Persian, and it was assumed the Hebrew also came from Persian. In view of the pithgam case, however, it is now thought to be some other Indo-European source like Mitannian; the Persian contribution was to shift the meaning from an earthly garden to an afterlife realm.
You can see that the common theme among the words that were borrowed is either political institutions, or luxuries of the upper class; these are the kinds of words that tend to travel, because of an absence of pre-existing words for them in the language (compare the world-wide spread of words like "President" or "television").