I think we need to remove the cultural thread of both.
If we attack the zulu, we still should attack Baghdad as well IMO. We could then however raze it and not need to worry about keeping it. With some luck, they moved most of their forces to fight Persia.
Attacking a civ with iron before pikes could help us in the future as we might be able to prevent ever even having to fight pikes.
We need to research probably anywhere between 40 and 70 turns before we have chivalry and will be able to fight pikes. 40 if our science output turns our prosperous and we get a free tech at new age that is usefull. 70 if our science output is less prosperous and we get the wrong tech from our scientific trait.
With 40 turns, we would probably just be done with the zulu and arabs and have knights at just the right time to continu on those defended by pikes.
40 turns is however the best case scenario.
If it is 70 turns, we will be done after 40 turns with zulu and arabs, and we will be waiting 30 turns for knights to start fighting pikes.
On top of that, even if we get to knights in 40 turns, knights vs spears is still better than knights vs pikes.
That said, i stated my reasons to take a civ with Iron first.
Of course, i there also are very good reasons to do otherwise, most importantly the geographic strategical position and the diplomatic situation. Arab's and Persia are keeping eachother busy, they won't bother us too much while we take the zulu. If however we attack arab's / Persia, the zulu will be on us as well.
Therefore, i am not too sure about whom to attack. It is not an obvious and easy choise imo.
If we go for zulu, we should really give a little extra focus to science as we want to have chivalry asap.
(note, i do not advocate building libs in every crappy vilage, but we should pay more efford to ICSing north India ASAP and irrigating grassland there so that each city can support 2 scientists in monarchy.)
*the 40 and 70 turns are estimates. I have not calculated a thing about them, don't burn me if they are not accurate
