I've heard that the Magi are commemorated on the same day as the Nativity (Jan. 6.) However, I've never seen it on a calendar, so I can't confirm this for sure. The big thing that happens on the Nativity is the commemoration of the Baptism of Christ, which involves the blessing of water. That kind of overshadows everything else. Perhaps Aram would know more about whether this is also the feast day of the Magi.
I wouldn't be surprised if there are prayers or hymns about the Magi, but I don't have the know-how to really dig them up. Again, maybe Aram would be able to help here.
Yes, the Armenians were Zoroastrians prior to Christianity. Specifically, the Armenians belonged to a kind of Zoroastrianism called Zrvanism. The priests were magi. ("Mok" in Armenian.)
In terms of stories, I've heard that one of the Magi, Gaspar, reposed in Armenia. This story, written up by Archdeacon George Leylegian, may be of interest to you:http://www.armenianweekly.com/2012/01/06/a-story-about-the-magi-in-armenia/