Finally found a cassette adapter : r/Zune

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RocketBus Audio Cassette Tape Adapter Aux Cable Cord 3.5mm - Import It All

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Upgrading/replacing cable on cassette to 3.5mm adapter : r/ElectronicsRepair

Zune

Thanks to u/ryan_linz for showing me the idea of this. A great alternative to doing any hard modding of a Zune HD(if that's even possible for adding Bluetooth). Works pretty well. : r/Zune

Buy 3.5mm Male AUX Audio Jack to USB 2.0 Male Charge Cable Aux to USB Adapter Cord USB to Aux Adapter, Black, 3 Feet Online at desertcartZimbabwe

Microsoft Zune 1090 30GB White Tested Working With Accessories Charger Bundle 882224274586

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Upgrading/replacing cable on cassette to 3.5mm adapter : r/ElectronicsRepair

Zune 4, 8, 16 - Wikipedia