You are looking for the Hellenic Polytheistic Reconstructionism (also Hellenic Reconstructionism).
Old Stones, New Temples (2000), written by American author Drew Campbell, is a book that tells of this.
In the US, the Hellenic polytheist organization Hellenion: "Hellenic Pagan Reconstructionism" and describes the religion as "Hellenismos" (Ἑλληνισμός, Hellēnismós) - you have to pay a fee to become a "member" of the religion - there are only 40+ members.
Another American group, Elaion, uses the term "Dodekatheism": through they are not accepting new members.
Look also for terms like "Greek reconstructionism" and "Hellenic Traditionalism".