Sirona....Setting aside native Canaanite roots and Egyptian and Babylonian influences, Zoroastrianism was the predominant influence in the postexilic period. The whole eschatology of Second Temple Judaism (setting aside conversative Sadducees and Hellenized Jews who adopted Greek views), e.g. dualism between the fates of the wicked and righteous, the coming of a savior and a resurrection of the dead, followed by a final judgment and end of the world, and a fiery fate for the wicked, etc., has a clear Persian origin and manifests itself in the latest parts of the OT. The Sadducees, who followed a revival of the pre-exilic Temple cult, were most conservative in retaining the older Israelite eschatology, although they were probably influenced themselves by Greek Epucurianism. They did not believe in the resurrection, a coming judgment, etc. When Christianity arose, there was already a trend elsewhere in Judaism towards accommodating ideas of resurrection to Greek notions of immortality of the soul, and we can see signs of this influence in Paul, who drew on both.
If a "pagan" source for a savior figure must be sought, I would start with Soshyant -- the eschatological savior in Zoroastrianism. Unlike all the other "savior" figures appealed to in Hellenistic mystery religions, we have in Soshyant a savior who is already embedded within an apocalyptic scheme that directly parallels that in the NT. Pre-Christian expectations of a coming savior (roughly "messianic" in character, although this term is inadequate for the full range of Jewish speculation about a coming eschatological figure) were likely primed by similar expectations in the Persian state religion.
Edit: I wrote at the same time as your post, DoomVoyager. I hope it addresses your question. Let me know if there is more you wanted to know.