Yes, yes, yes, yes, yes!
I am not sure if he would identified as "Epicurean", but I am absolutely convinced that Shakespeare was very familiar with Lucretius De Rerum Natura, and, given the time period, he must have owned one of a privileged number of copies that would have been available at the time.
You nailed the quote from King Lear (I include it in the Hedonicon). He contradicts Christian creation ex nihilo a few times.
In Romeo and Juliet, there are more than a few references to "atomi".
Shakespeare explicitly steals a few lines of Lucretius in Othello, when describing the Pontick Sea.
Those are just a few references, off of the top of my head. I include more in the Hedonicon because, parallel to my interest in philosophy, I spent the better part of a decade as a theatrical performer, and part of my education is in Shakespeare, so having done a number of shows, I am particularly attuned to recognize Shakespearean references, and, as I read Lucretius, I realized that Shakespeare must have been more than a passing fan.
Awesome find, Cyrano !
(Also, in another thread, we should explore the Lucretian influences on Cyrano de Bergerac, whom I think qualifies as an Epicurean).