To put it quite simply, I'm not aware of a fusion of Hellenic Polytheism and Buddhism that occurred in Post-Alexandrian Bactria. While my understanding and knowledge of the way Buddhism spreads to new lands (i.e. Tibet or China) is that it is almost always syncretic, leading to fusion of local tradition and new soteriological theory, in Bactria, AFAIK (and it's tangentially related to my subject area, Tibet, Bhutan, and Himalayan Buddhism) Buddhism and the imported Greeks remained largely separate.

The most famous text from this era (or at least, the most famous text that has survived) is without a doubt the Milinda Pañha, also called The Questions of King Milinda (or some variation of that title). The work is primarily a religious work written in the Pali Canon sacred to Theravada Buddhism (it has not survived, or was never translated into Tibetan or Chinese and so is not in their canons). The account regards the Hellenic King Menander I (Milinda) who holds a dialogue (some have referred to it even as a "Socratic Dialogue) with the Buddhist master Nagasena.

This is as close as you'll get to Greco-Buddhist syncretism, I think. At the time (merely a couple centuries after the Buddha's Parnirvana) Buddhism was still a pretty new religion and was holding its own apart from the Vedic branches of thought that held the gods in high esteem. It is likely, based on readings of the Questions that the Greek gods would have been viewed through a similar lens as they were viewed in India: as impermanent (albeit powerful) beings that are just as limited by the workings of Samsara as humans, animals, etc. Indeed, given that the Greeks and Indians are both coming out of Aryan traditions (a common comparison is the Greek "Zeus pater" and the Sanskrit "Dyaus Pita," both referring to sky gods; bonus, Latin "Jupiter") there was likely more obvious affinity in the past than there is today.

While records are scarce, Buddhist art can also point in certain directions. Buddhism was, since the Buddha's parinirvana, aniconic. It is theorized that not until the Christian era did Greek culture, specifically their concept of art and human portrayal bleed into Buddhist culture and art, and we start seeing the first statues of the Buddha. Perhaps one of the most famous Buddhist statues, (the Dalai Lama has identified it as "his favorite"), The Emaciated Buddha dates from the Kushan Era, the 2nd or 3rd Century, around the time when we start seeing an explosion of art in Buddhism. Prior to this Buddhism was symbolized by leaves of the Bodhi tree, or footprints of the Buddha, or stupas. After their interaction with the Greeks and seeing displays of Greek gods and heroes, we start seeing statues of the Buddha, a tradition that is common and famous today.

If you are looking for a primary source, though it is not exactly what you are looking for, I recommend finding a good translation of Milinda Pañha. A secondary source, though less religious in nature, I have only skimmed through is William W. Tharn's The Greeks in Bactria and India.