Originally Posted by Ironduke

According to Wikipedia, 10,000 Roman soldiers were captured by the Parthians after Crassus lost the Battle of Carrhae in 54 BC. They were put on border guard duty in an area that corresponds to modern-day eastern Turkmenistan and northwestern Afghanistan. The Chinese captured the territory a few years later, and it may be possible that some of the Romans entered Chinese military service.

The article goes onto say:

Quote:
About 18 years later the nomadic Xiongnu chief Zhizhi established a state in the nearby Talas valley, near modern day Taraz. The Chinese have an account by Ban Gu of about "a hundred men" under the command of Zhizhi who fought in a so-called "fish-scale formation" to defend Zhizhi's wooden-palisade fortress against Han forces, in the Battle of Zhizhi in 36 BCE. The historian Homer Dubs claimed that this might have been the Roman testudo formation and that these men, who were captured by the Chinese, were able to found the village of Liqian (Li-chien) in Yongchang County. There is, however, no evidence that these men were Romans, although male inhabitants of Liqian are to undergo DNA testing to test the hypothesis.[2].

A Roman inscription of the 2nd—3rd centuries CE has been found in eastern Uzbekistan in the Kara-Kamar cave complex, which has been analysed as belonging to some Roman soldiers from the Pannonian Legio XV Apollinaris:[3]

PANN
G. REX
AP.LG

This corresponds to what I've read in the East Asian History Sourcebook that's hosted at fordham.edu.

Sino-Roman relations - Wikipedia, the free encyclopedia
East Asian History Sourcebook: Chinese Accounts of Rome, Byzantium and the Middle East, c. 91 B.C.E. - 1643 C.E.