Did they adopt things like the Egyptian style Sphinx or see dead pharaohs as gods?
The cult of Isis was extremely popular across almost the whole Roman empire. The last sections of Lucian's Metamorphosis contain an excellent description of the Isis cult and how it blended traditional Egyptian religious practices with those of the wider Greco-Roman world. Serapis was also popular, though not as popular as Isis. To the best of my knowledge the Romans did not worship the pharaohs themselves. But, as in the rest of the empire, the natives were free to worship pretty much whoever and however they wished.