How can I design Nyquist interpolation filters with the Parks-McClellan algorithm?
One design method, albeit one that is limited to powers of two, would be to start with one halfband filter, insert zeros at every other (creates a spectral replica), then convolve it with a second halfband filter having a wider transition band.  Repeat the process until you get to the required power of 2.

Here's an example that creates a lowpass filter with Fc=fs/8 and zero crossings every 4 samples:

b0=remez(34,[0 .45 .55 1],[1 1 0 0])';
b1=remez(6,[0 .25 .75 1],[1 1 0 0])';
b0up = zeros(1,2*length(b0)-1);
b0up(1:2:end) = b0;
B0up=freqz(b0up);
b2 = conv(b0up,b1);  % length = 34*2+1 + 6 = 75 coefficients