Hollingdale, as well as Kaufmann (the two have collaborated) both are recognised Nietzsche scholars and excellent translators of his writing. The latter in his translation provides a chapter by chapter commentary that is helpful. Incidentally, both have written very solid books about N's life and philosophy.
One of the stylistic devices of Zarathustra is to parody the Bible while advocating a very unchristian doctrine, so your analogy is very apt. Like the Bible, a literal translation is not very helpful, especially when a quotation is taken out of context ( his use of "war" comes to mind in this respect). You might want to go through the Reader before Z; having a general view of the rest of N's thinking would be very useful in understanding Z.