So says the Gemara in Masechta Sanhedrin, 39a: “Caesar said to R' Tanchum, 'Come, let us all become one nation.' Rabbi Tanchum said: 'Very well. But we, who are circumcised, cannot become uncircumcised as you are; you all circumcise yourselves and become like us.'”
The Midrash, in Yalkut Shimoni and regarding Zeph. 3:9, quotes this same Caesar's challenge as follows: “Come, let us all become one nation in fulfillment of the verse, For then will I turn all the nations into a refined people who will all call upon the Name of G-d and serve Him as one. Since all the nations are anyway destined to worship together, let us start doing so now!”
I wanted to find out exactly on what daf the reference in Yalkut Shimoni referred to above can be found. I understand that it must be somewhere within §§ 515-595 to the twelve minor prophets. If you could possibly provide the exact location, I would greatly appreciate it.