One way to present the historical information, is to put it right at the beginning, possibly in italics, and write it almost as a short nonfiction article which leads into the story. But it has to be very well written, or a lot of people will stop reading after a few sentences.

I think that, in ancient Greek drama, when the background of a story had to be explained, a character came out on stage and did a monologue, presenting the facts in as entertaining a way as possible. He would then leave the stage, and the first act would begin. Jesus or Pueros may know more about this format, though perhaps it can't be effectively adapted for a short story.