I talked about this in a recent thread. The basic summary is that while I personally believe that the early desert fathers were influenced by the example of Buddhist monks they would have heard about in Egypt, there is no direct evidence nor is there any real historical consensus backing this up.

This was actually something of a topic of discussion during the heyday of diffusionism in the 1930s or so, but for now it isn't really a focus of scholarly debate. Except, oddly enough, in German scholarship where it occasionally is discussed (and my impression is that the consensus is against any sort of real influence). But the Indo-Roman trade is a bit of a hot topic right now so I bet it will pop back up.