The Djinn is really Emperor PalpatineThat hissing, croaking voice, the cowled, disfigured face and hunched-over appearance, the way he encourages people to give in to their heart's desire so he can then twist it and use it against them... it can only be Palpatine! And for bonus points, when he assumes a more human form, it's in the form of a handsome, sophisticated Smug Snake in a business suit who charms and manipulates people, just like Palpatine in his chancellor days. But how, how could it have happened? Well, Star Wars takes place a "long long time ago", and we know from the Expanded Universe that Sith Lords can exist as Dark-Side spirits after they've died. The Djinn is actually Palpatine's spirit, and the Djinn world is what the Dark Side of the Force looks like from the perspective of a fallen Sith. And Palpatine's feeding on people's weaknesses, bringing their wishes to life (maybe through a mind trick, by making people think that he's tormenting them so they'll die from the mental shock) and gradually making the Dark Side strong enough that he and the rest of the dead Sith Lords can manifest on Earth and claim it as their own. And Zoroaster must have been using Jedi techniques passed down over the centuries, originally gleaned from a Republic ship that crashed to Earth in ancient times. After all, where else could he have gotten that Sith holocron he used to trap Palpatine's spirit, which modern people mistakenly assumed was an opal?
The Djinn in the first two films is IblisNow mind you this is really more of a shot in the dark, but in my limited knowledge of the Muslim religion, but I'm pretty sure Iblis was a Djinn and in the first two films, the D Jinn seemed to have a sort hierarchy to the other Djinn and was the most evil out of them and seemed to be the ruler of the Hell like dimension the Djinn dwell in.