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That every individual soul has a guardian angel has never been defined by the Church, and is, consequently, not an article of faith; but it is the "mind of the Church", as St. Jerome expressed it: "how great the dignity of the soul, since each one has from his birth an angel commissioned to guard it." (Comm. in Matt., xviii, lib. II).
This belief in guardian angels can be traced throughout all antiquity; pagans, like Menander and Plutarch (cf. Eusebius, "Praep. Evang.", xii), and Neo-Platonists, like Plotinus, held it. It was also the belief of the Babylonians and Assyrians, as their monuments testify, for a figure of a guardian angel now in the British Museum once decorated an Assyrian palace, and might well serve for a modern representation; while Nabopolassar, father of Nebuchadnezzar the Great, says: "He (Marduk) sent a tutelary deity (cherub) of grace to go at my side; in everything that I did, he made my work to succeed."
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in Daniel 10 angels are entrusted with the care of particular districts; one is called "prince of the kingdom of the Persians", …… But in the New Testament the doctrine is stated with greater precision. Angels are everywhere the intermediaries between God and man …
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St. Thomas teaches us (Summa Theologica I:113:4) that only the lowest orders of angels are sent to men, and consequently that they alone are our guardians, though Scotus and Durandus would rather say that any of the members of the angelic host may be sent to execute the Divine commands. Not only the baptized, but every soul that cometh into the world receives a guardian spirit; St. Basil, however (Homily on Psalm 43), and possibly St. Chrysostom (Homily 3 on Colossians) would hold that only Christians were so privileged.— From CATHOLIC ENCYCLOPEDIA: Guardian Angels (my emphasis)
The whole article is worth reading, but generally, this topic is not Catholic doctrine, and the published beliefs and speculations regarding guardian angels for pagans are not consistent.
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I found a couple references from NewAdvent.org church fathers site referring to guardian angels:
This "History of St. Joseph the Carpenter" https://www.newadvent.org/fathers/0805.htm is old (5th century); not authentic in the meaningful sense, but old enough to establish a pattern in doctrine
And let not the face of the angel, appointed my guardian from the day of my birth, be turned away from me; but may he be the companion of my journey even until he bring me to You:
This work by St. Gregory Thaumaturgus is very likely authentic, although it was addressed to Origen, who, although a Church Father, had theology in other areas that was sort of dubious.
I mean that holy angel of God who fed me from my youth, as says the saint dear to God, meaning thereby his own peculiar one. Though he, indeed, as being himself illustrious, did in these terms designate some angel exalted enough to befit his own dignity (and whether it was some other one, or whether it was perchance the Angel of the Mighty Counsel Himself, the Common Saviour of all, that he received as his own peculiar guardian through his perfection, I do not clearly know) — he, I say, did recognise and praise some superior angel as his own, whosoever that was. But we, in addition to the homage we offer to the Common Ruler of all men, acknowledge and praise that being, whosoever he is, who has been the wonderful guide of our childhood, who in all other matters has been in time past my beneficent tutor and guardian. For this office of tutor and guardian is one which evidently can suit neither me nor any of my friends and kindred; for we are all blind, and see nothing of what is before us, so as to be able to judge of what is right and fitting;
I don't see much stating that Angels are only given to the Baptized, but that idea didn't originate in a vacuum, I hope, I'm very interested in seeing the true answer to this question too.
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There are some commentaries.
Irenaeus speaks about the "pagan" Simon Magus (Acts 8:9-11) and his use of angels.
Now this Simon of Samaria, from whom all sorts of heresies derive their origin, formed his sect out of the following materials:—Having redeemed from slavery at Tyre, a city of Phœnicia, a certain woman named Helena, he was in the habit of carrying her about with him, declaring that this woman was the first conception of his mind, the mother of all, by whom, in the beginning, he conceived in his mind [the thought] of forming angels and archangels. For this Ennœa leaping forth from him, and comprehending the will of her father, descended to the lower regions [of space], and generated angels and powers, by whom also he declared this world was formed. Against Heresies Book I Chapter 23
Further, he speaks of numerous other "pagans" (heretics) and their angel ideas.
See here.
Justin Martyr has this interesting comment about angels, demons, and pagans.
for these things also He evidently made for man—committed the care of men and of all things under heaven to angels whom He appointed over them. But the angels transgressed this appointment, and were captivated by love of women, and begat children who are those that are called demons; and besides, they afterwards subdued the human race to themselves, partly by magical writings, and partly by fears and the punishments they occasioned, and partly by teaching them to offer sacrifices, and incense, and libations, of which things they stood in need after they were enslaved by lustful passions; and among men they sowed murders, wars, adulteries, intemperate deeds, and all wickedness. Whence also the poets and mythologists, not knowing that it was the angels and those demons who had been begotten by them that did these things to men, and women, and cities, and nations, which they related, ascribed them to god himself, and to those who were accounted to be his very offspring, and to the offspring of those who were called his brothers, Neptune and Pluto, and to the children again of these their offspring. For whatever name each of the angels had given to himself and his children, by that name they called them. Second Apology CHapter 5
So, yes there are some very early references to pagan ideas about angels.