Yes, there were pushes for high technology from Western Europe in Moscow. It was about economic parity more than military parity, but yes, electronics were an area (for various reasons) that the Soviets felt very far behind in. An interesting fact is that the Soviets weren't that great at getting them directly. The real people who were good at procuring such wonders were the Stasi, who were able to exploit contacts in West German tech companies. Even then, it's very hard to meaningfully smuggle high electronics — it's easy to, say, get a sample of a RAM chip, but the ability to manufacture a RAM chip is more about being able to replicate the chip foundry, which is not something it is easy to either get access to or to replicate (they are large facilities).

It got to be so common that the Soviets would smuggle and try to (to various degrees of success) replicate chips from Europe and Japan that occasionally chip designers would write messages (sometimes in terrible attempts at Russian) on their chips in micro-scale like this one: "VAX... When you care enough to steal from the best."

I don't know if they tried to get them through toys but computers, definitely. Computers were also export controlled for much of that period — legally it was not easy to move one into the Soviet bloc. The Soviets had their own computer industry but quite a lot of it was dedicated to producing inferior knock-offs. The reasons for the Soviet failure to replicate Silicon Valley are multiple, but they found it very hard to keep up in this area.

For a book that goes into a lot of details about Stasi industrial espionage, see Kristie Macrakis, Seduced by Secrets: Inside the Stasi’s Spy-Tech World (Cambridge University Press, 2008).