I'd have to think about me, but I seem to remember DeWitt writing about Epicurus's connection to Apollo. And Philodemus throws in the occasional "By Zeus!" into his prose. And, of course, we have the literal Hymn to Venus from Lucretius. I don't think they'd necessarily fall under a "personally chosen or preferred god" or not, but those individual gods peppered throughout Epicurean texts are intriguing.