I like McEvilly's book also, although it is not very well known in Buddhist studies.
There is also a book called Buddhism as Philosophy
by Mark Siderits - I haven't read it, but it is on the reading lists at a few Universities and has a good reputation.
There is a well-documented, if speculative, connection between Madhyamaka and a school of Greek philosophy called Pyrrhonism. Pyrrho of Elis is said to have travelled to India (probably Gandhara) during Alexander's reign and returned with a philosophy which was the forerunner of the Greek skeptics. That has been the subject of several journal articles and books, including Pyrrhonism: How the Ancient Greeks Reinvented Buddhism
by Adam Kuzminski.
There are other possible comparisons, but it takes a lot of reading of both traditions to really understand the similarities and differences. An important difference that I am aware of is that Buddhism doesn't accept 'universals' in the Platonic sense, but that is quite an arcane topic.
You might also be interested in Greg Goode's Non-Dualism and Western Philosophy
He that knows it, knows it not.