Yeats' connection with Greek mythology was extensive and existed on several levels. Ward notes (p. 12) that Yeats identifies himself with a burdened Pegasus in his poem "The Fascination of What's Difficult" when he speaks of his work at the Abbey Theatre trying to please audiences and still stay true to himself as an artist. As time progressed, Yeats came to portray himself as Proteus in the poem "At the Abbey Theatre", asking the audience whether they could restrain him to writing crowd-pleasing works.
Yeats also took subjects from Greek mythology and used them as a means to describe how he felt about issues in his life. His infatuation with Maud Gonne inspired him to write many poems, one of which stands out for our purpose because in it he compares Maud with Helen; "No Second Troy". As Yeats grew more and more involved with the occult, he mused on the symbolism of the historical gyre in relation to the omniscience a Greek god in "Leda and the Swan".
In all of these lyrical pieces Yeats is able to describe aspects of himself and the world as he perceived it, Yeats concentrates on himself as identfied with an immortal figure. One cannot help but wonder if it never crossed his mind how very close the story of his life is to that of the Flight of Icarus.
I've made it easier to read online and skipped running at the mouth about the bibliography but here is the final draft of the first paragraph. Am going to get more coffee and work on next bit about Yeats' da.