feel free to send asks for theoi not listed! and of course, this is my personal opinion from my wine knowledge.
A fun wine for any theoi of importance are blends from Rapsani, which is located on Mt. Olympus.
Aphrodite: commandaria, which is made from the mavro and xynsteri grapes. Along with Moschofilero, for its striking, romantic, and rose-garden aromatics.
Apollon: for those who see him as a sun god, straw wines, and for plague Apollon, Botrytis wines such as Tokaji. For a more Gaulish Apollon, Vins de paille. The cretan wine Dafni could also work for being named after Daphne
Ares: sparkling reds, such as Lambrusco for their striking nature in carbonation and red hue.
Artemis: natural wines, those made with the yeast upon the grape skins, or traditional orange wines for the "wild" aspect of them.
Ariadne: traditional Cretan wines, such as Shiraz, Vidiano, Vilana, Thrapsathiri, Malvasia, etc.
Dionysus: all wines, but Retsina in particular.
Eros: romantic reds in general, I do not have a particular wine for him.
Helios: some ancient authors said one should not offer wine as he shouldn't be drinking on the job, but who listens to that? Straw wines and Sicilian wines match his nature as a sun god, though mead also holds a special place in my heart for him.
Hephaestus: Sicilian wines, for their volcanic nature, especially those around Mt. Etna such as Nerello Mascalese
Hera: aromatic reds and roses, such as muscat d'asti, and for Hera of Samos, Samos Vin Doux
Herakles: Agiorgitiko, for its home in Nemea, where he bested the Nemean Lion.
Hestia: table wines such as Chianti and Prosecco, though I have always found her in orange wine due to orange wine being a common style of the ancient world. Agiorgitiko is the most popular Greek wine, and as such I also see it with her in her ability to unite the hearth.
Hermes: wines from central Greece, but I would also argue Greek Chardonnay and Syrah for their international travel to Greece.
Pan: Savatiano, for its origin in Central Greece
Zeus: as Hestios and a household god, table wines, and very light wines, such as vignoles. Pyment could also be lovely for his love of bees.