I seem to recall that Douglas Bates (whose site Kalosyni linked above), in his book Pyrrho's Way: The Ancient Greek Version of Buddhism – a thick, small-print tome in paperback – said that he gave up meditating because there was no record of Pyrrho or the Pyrrhonists engaging in meditation, or bringing that practice from India. I think he said that he took up long walks instead – no doubt a very good practice in itself, but ….
My initial reaction: I bet there’s no record of them playing golf, either – better take up discus-throwing instead!