The classical Greeks and Romans tended towards either recognition or syncretism in their reactions to foreign modes of worship. But were there any prominent examples of foreign religions they ran into and considered pure bullshit?
Yes, some people certainly thought a particular god or cult was false. People had doubts and suspicions about the motivations of religious leaders then just as much as they do now.
One of the best examples of this is in Anatolia in the time of Antonius Pius and Marcus Aurelius about a prophet named Alexander. This Alexander started a snake cult and set himself up as its prophet. The snake god was called Glykon and was portrayed as the god of healing Asclepius reborn.
There are a few pieces of archaeological evidence which points to the cult, such as a small figurine and some inscriptions. But the majority of the information comes from Lucian’s hilarious essay Alexander the False Prophet .
Lucian portrays Alexander as an old conman who set up this cult to fleece the ignorant. Alexander is described as cunning and manipulative who wanted money, women and power. The money he got through donations for oracular pronouncements and the women he got from claiming to cure barrenness, which actually meant just having sex with childless wives. He got power by fooling top imperial officials.
A key activity of the cult was answering questions. People would pay a fee and ask about who they should marry, or who should be a tutor to their sons, or how to cure an illness, or military matters… all sorts of things. Sometimes these questions were answered in writing, but sometimes they were delivered by the ‘god’ speaking. According to Lucian, the snake god was actually a puppet and the voice was someone speaking through a tube!
We have to be careful with Alexander the False Prophet because many scholars have pointed out its satirical nature. But we have evidence that this cult was widespread through the Greek east for a time (and perhaps even had high-ranking imperial officials as adherents). Lucian’s savage portrayal of it shows that he, at least, was quite sure it was false.
Sources: Lucian’s Alexander the False Prophet, Anthony Birley’s Marcus Aurelius, and Petsalis-Diomidis’ Truly Beyond Wonders: Aelius Aristides and the Cult of Asklepios