Since you brought up the bull, there is a notable Finnish SKVR poetry sub-genre
"Big ox" where a celestial or otherwise fantastically large bull is slaughtered by the Finnish heroes. An example:
In Häme [inland region] an ox was born,
a bull in Finland bred
in Häme the tail swept
head swinged in Tornio [northern region]
for a day the swallow flew
between the ox horns
for a month a squirrel ran
along the ox's tailbone [spine]
both of the back and the tail.
Ukko was brought to hit,
Virokannas to cut,
Palvanen to keep in place;
the ox swing its head,
turned its black eyes,
Ukko was flung to a fir tree,
Palvanen made to the willows,
Vironkannas to the wickers [...] (source:
SKVR I2 892)
Other poem variants end up in the massive ox finally slaughered, resulting in fantastical amounts of meat and body fat. The academics have noted the connection to the Mithra bull cult and to Zeus bull, as Ukko ('Old Man' e.g. Ukko Väinämöinen) hero or deity name carries the connotation of lightning: Finnish
ukkonen ' thunder and lightning', lit. 'like an Old Man' cf. Germanic thunder-Thor and Öku-Þor 'Ukko-Thor'. The squirrel running along the ox's spine has been likened to Ratatoskr of Germanic mythology (more
here).
As for the Persian magi to Finnish "magus" connection, the connections that I can make of are that in the Nordic tradition that the infant Jesus or his parents was judged by likes of sage Väinämöinen, the story of Asynjor Morse (Nordic female Moses) taking Jews from Egypt to Persia and the generic magus/magi naming association that is not limited to Finns; Tabula Rogeriana world atlas map puts such 'magicians' also to far-away Asian coastline, as seen in islands of
box "L" in the 1928 German version of Tabula Rogeriana.
The first Jesus story is present in SKVR poetry of genres
"Judgement of Väinämöinen" and "
poem of Marketta" plus Bock family saga. The poems usually put the mother as Finnish woman Marketta or Marjatta ('Berry-ess') and the son as Jesus or king Ilmarinen (the king element being central as he replaces the preceding Väinämöinen who suicides himself). The pagan cultural heroes like Ukko Väinämöinen and others are called to judge the child, but the child is supernaturally gifted in speech and shames all the pagan top level judges, ending up crowned as the new king of the 'Money Mountain' (Rahavuori). There exists art depicting this scenario: an
example, another
example, third
example.
The latter variant is the tale of how a Asynjor human woman, of the ruling royal house in Finland, called Margareta made a child outside the super strict breeding system. Her son ended up as the cultural hero Jesus in Byzantium, Egypt, India and Palestine, dying peacefully in India as respected old sage (
source,
source), being highly educated from young age onwards.
Outside of these Finnish takes the same story must have been in some ways known other mediaval peoples. The Icelandic Norse people based the main hero of one of their Christian conversion sagas on the Bock family saga Jesus or his SKVR poetry Ilmarinen parallel (Ra-Ilmarinen aka Erik <-> Eirikr of Eireks saga víðförla, with Odenma <-> Ódainsakr). The Levantine peoples seem to have known Nordic saga Jesus as one Scythianus (more
here, Finland called a portion of 'Scythia'
here). And finally Catholic pope Innocent III made the odd remark that Finnic Livonia in Baltic Sea was the land of Jesus' mother that makes little sense other than in Bock family saga context where the Jesus' parents travel over Gulf of Finland to Baltic region (see image
here). Jesus' alternative name Isa could come from Finnish isä 'father' (see
here and
here).
Thus we have widely divergent takes where in one better known versions it's the Persian magi who encounter the infant Jesus and in another lesser known version it's the Finnish "magus" of OL and Tabula Rogeriana who are present with Jesus' mother or the infant Jesus. It's possible to synchronise these accounts by noting that it's possible for Jesus' parents to have been judged (exiled, ending up in Byzantium and Levant) by Finnish "magus" of OL and Tabula Rogeriana, then later on to have encounter Persian Zoroastrian magis while operating in Byzantium, Levant and India.
The second older Persian narrative element is attested in Europe primarily in Bock family saga, where due to Nordic evil (selfish) Aser man Krishna's the Brahmins leave India to Middle East and end up in Egypt where they're allowed to stay but not mix with the Pharaoh's folk (first original Pharaoh a Nordic Aser man as per the story). The Jews send a message to Aser in north and being the good folks they reply back by sending a female Asynjor leader Morse ('mother-says'). However, as is a repeated trope in Bock family saga, the Aser messenger flips out when in south and goes rogue by forming a new religion by leading the Jews from Egypt to Persia. Jews who do not take part in this journey are later called the Gypsies ('Egyptians') or Roma people ('Romans') due to geographic direction they arrive from to Europe, but their true racial-cultural origin is in India.
The female Moses element of the story was known to best learned ancient Greeks (Alexander Polyhistor) and later to best learned Byzantines (Suda encyclopedia) as Moso the female lawgiver of Jews, but apparently without the Nordic Asynjor element or the grand arch of Krishna and India. What then happened in Persia is unknown to me, though we know from other sources there were Persian periods in Jewish history. The base level Krishna story survived outside of Finland in a Norse saga (Þorsteins saga Víkingssonar ch. 3, 6), but without the Brahmins and Jews episodes.
OL narrative does not seem to be aware of these at all, though it shares the same out-of-east danger religion element shared with Norse (Ragnarök
Fenrir wolf of eastern river Ván) and Finnish worldviews (eastern religions and the third European Ragnarök in Bock family saga). In OL version the main cultprit is Buddhism-turned-Christianity, whereas in Finnish epic arch version the milleniums long string of falling domino pieces star to fall already with Krishna at about 3000 BC, ending with Christianity taking over the Fennoscandia and Russia in AD 900s to 1200s period.