As others have pointed out, in Paul’s desert experience, he heard a voice in Hebrew: ”it is hard for you to kick against the pricks.” The phrase is a direct quotation from a play by Euripides (d. 406 BCE), the Bacchae, with Jesus speaking instead of the Greek god Bacchus. That the conversation took place in Hebrew demonstrates that it was less about Greek legends and more about Jesus.
According to the Biblical scholar Fredrick Danker, being in the textile business Paul most likely was involved in being a maker of stage properties. Since Bacchus was a major focus of stage activities it stands to reason that Paul was very familiar with most of the aspects of the Bacchus religion.
So, in the initial encounter by Paul, the Jewish Hebrew speaking Jesus shows up, out Bacchusing Bacchus so to speak. He appeared as a Zeus-like non-ethereal being of light that quoted Bacchus lines from a pagan play and (for some reason) was heard but not understood by others.
For those who believe it actually happened, it is suggested that God deliberately mimicked the events described in "The Bacchae" as a type of praeparatio evangelica. For example C.S. Lewis describes his conversion:
The old myth of the Dying God, without ceasing to be myth, comes down from the heaven of legend and imagination to the earth of history. It happens—at a particular date, in a particular place, followed by definable historical consequences...
For an interesting secularist view of how Bacchus worship might have influenced the contextualization of Christianity by the New Testament writers see "The First Dionysian Gospel: Imitational and Redactional Layers in Luke and John" by Mark G. Bilby.