I see that Alan Brill has a review of a new book on cultural borrowing between the Talmud and the Greek and Roman literature. To the best of my knowledge, Talmudic "borrowing" from Socrates was first noticed by S. Lieberman in GJP/HJP (expanded in Azzam Yadin, “Rabban Gamliel, Aphrodite’s Bath, and the Question of Pagan Monotheism,” Jewish Quarterly Review 96 (2006), 149-179), in that case the satire was used against the "philosoph." (There is also some discussion of possible borrowing from Aesop's fables but as many of these fables originate in the Near East
this is not relevant here.)
As Brill notes, many saw the parallels as early as the 19th century. My favorite example of this is the borrowing of the Tantalus myth by the Yerushalmi. This parallel was noted by Shir in passing in a very evocative passage of his letters (follow link - I really think this is worth the read). The imagery is so very compelling that is hardly surprising that the Talmud would borrow it despite its pagan origins.