Yvonne Aburrow

I did a quick Google on "pagan angelology" and then "classical angelology" to try to ascertain where the concept of angels comes from.

Wikipedia has articles on Zoroastrian angelology and Yazata. According to this, the Yazata were originally deities in pre-Zoroastrian religion; they were "demoted" to the rank of angels in Zoroaster's new system.

I also found an interesting (and possibly relevant) book review on the mutual influence of Greek Paganism & Christianity, which asserts that Christianity became more polytheistic in response to Hellenistic religion; and Hellenistic religion became more monotheistic in response to Christianity. This is not all that surprising if you look at the encounters between Christianity and Hinduism or between Islam and Hinduism, and other examples of syncretism.

This Pagan wiki entry on angels turned out to be good.

There's also a fascinating article about Steiner's angelology; and the Jewish encyclopedia has a piece of the puzzle too. And an unreferenced but interesting article on The Chaldaean Planetary Spheres suggests that the angels were equated with the planetary intelligences in late antiquity.

There are certainly winged deities and individual guardian spirits (daimones & genii) in ancient pagan traditions. As always with these sort of things, it is difficult to know which terms can be directly equated between one symbol-system and another. Angel means messenger and implies a messenger between the gods and humanity. Yet in Greek religion, Hermes (who performed this function) was definitely a god in his own right, not just an angel. But then there are places where angels were worshipped. There are even churches dedicated to them (especially in the Greek Orthodox tradition). It all comes back to trying to find the distinction between gods and wights - a thorny problem. The boundaries are quite blurred, and different theologies will come to quite different conclusions, I suspect.