Al-Hasan bin Muhammad bin Ali (may Allah have mercy on him) says: The Messenger of Allah (peace and blessings be upon him) invited the Magians of Hajar to Islam. Whoever accepted Islam, that was accepted from him; otherwise, the jizyah was imposed on the others, and he said: "Their slaughtered animals are not to be eaten, and their women are not to be married."
This is mursal, and the agreement of most Muslims upon it confirms it. What is narrated from Hudhayfah (may Allah be pleased with him) about marrying a Magian woman is not authentic.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الجزية / 18663