In the way you are thinking of, probably not, although it is impossible to prove a negative.

In your own example, I don't feel the Greeks wouldn't have seen the need. I'm not a classicist, but when I read Herodotus, I noticed that he took the positions that the Egyptian pantheon were not different gods, but just different names for the gods the Greeks understood. I remember him going through a rundown of the Egyptian deities and then informing the readers which "real" Gods the Egyptians were talking about. There'd be no sense in trying to "convert" someone from one religion to the other in this worldview

Also, the idea that there was some "fixed" Pantheon in antiquity is largely, I'd argue, modernist projection. Deities in the ancient world in polytheistic societies were highly regional and highly flexible. Gods were often tied very heavily to physical geography (Mt. Olympus, the Skies of Mongolia, etc.) in a way that's not particularly portable. Also: Just look at how much Greek religion changed from the Minoans through the Miceneans to the Classical Greeks, or the slow boil of changes that come to Egyptian religion through the centuries. (The development of Amon-Ra as one example).

The answer to the direct question, rather than the example, is an unequivocal "Yes." Buddhist missionaries were active on the silk road several centuries before Christianity or Islam: Asoka starts sending out Buddhist missions, for example, as early as the 3rd century BCE.

To circle back to your Greeks: There are even arguments that both Stoicism and Epicurianism were heavily influenced by the input of Buddhist missionaries.