Interestingly, that's likely one of the few very old traditions in Europe. Because as far as I know, nobody else has a similar characters nearby, but the Iranians do, they have 2 a modern one called haj firuz, who does more or less what the dutch guy does, and one, who was amalgamated into cyrus the greats father.

The idea is that siyavash (siya meaning black) was caused of raping one of his father's concubines so is order to prove his innocence he had to ride between 2 piles of burning wood. If he survived he would be found innocent. This seems to be an ancient ritual to test oath breakers. How ancient? Of the 4 gods attested for bronze age indo Aryans, 2 are associated with contracts, one uses water to test innocence the other uses fire. So the ritual is at least that old. And associated mythological figures are likley as old. So that's why he has a black face.

Anyway the test didn't work, he survived but because he was given to a known sorcerer as a war when he was a kid they said he cheated, so he was sent into exile where he became governor of Khotan, where he married one of the daughters of Afrasyab(how has been amalgamated with some underworld characteristics) producing cyrus the great, and a daughter of peeran (who sounds a lot like the Slavic god of thunder) latter cyrus the greats henchmen murder his half brother.

So it's not Zeus or Jupiter, but black Peter who is the last remnant of Indo-European religion in Europe.