Activate Umbral Collar Zealot by sacrificing a persist creature that does not have a -1/-1 counter on it.
When the creature dies, its persist ability and Bhaal trigger.
Resolve the Bhaal trigger, putting a +1/+1 counter on the remaining persist creature.
Resolve the sacrificed creature's persist trigger, returning it from your graveyard to the battlefield with a -1/-1 counter on it.
Resolve the Umbral Collar Zealot ability from step 1.
Repeat.
This loop transforms a recursive engine into a self-sustaining machine by pairing Umbral Collar Zealot's sacrifice outlet with a persist creature that keeps coming back for more. While the Zealot steadily fuels your graveyard through repeated surveil actions, Bhaal, Lord of Murder steps in to neutralize the downside of the creature's resurrection mechanics; by constantly placing a +1/+1 counter on the returning creature, Bhaal effectively cancels out the incoming -1/-1 counter so the loop can repeat indefinitely.