The Talmud refers to the Roman god Mercury as Merculus (מרקוליס) and always mentions that god in conjunction with a idolatrous practice of throwing a rock towards a pile of other rocks. Is there any documentation of such a practice as proper worship of Mercury outside of the Talmud?
I'm not sure about rock-throwing per se, but the reference may be to the creation of aniconic herms (boundary-markers) employed throughout the Greek world. If a landowner didn't opt for an iconic herm, he'd simply amass loose stones at the four corners of his property. Despite being non-representational, these markers were still considered sacred to Hermes (Roman: Mercury). Thus if you think amassing can be viewed as the result of throwing, you may have your answer.