Yes, they did make extensive use of native Greek infantry. For example, Pompey's army at the Battle of Pharsalus in 48 BC included large amounts of men sent from his Greek allies. However, it is likely that they fought more like the Thurepos (medium infantry/heavy skirmishers) than in a hoplite phalanx, as that formation had more or less been abandoned in Greence after the victories of Philip of Macedon against the Greek city states 250 years earlier.

Regular auxilia regiments were almost exclusively raised in border regions, which neither Greece nor Magna Graecia (southern Italy) were during the heyday of the Marian Legion.