2nd century, Gandhara, the Buddha and Vajrapani, stone, photo on Wikimedia , at the Museum für Ostasiatische Kunst in Colonia (Germany).
2nd-3rd century, Gandhara, Shakyamuni and Vajrapani, stone, private collection, photo on Lempertz .
Greco-buddhist sculptures usually depict Vajrapani with a muscly body, plain garments and no crown or jewellery. Acting as the protector of Shakayamuni, he stands by his side, brandishing a large thunderbolt in one of his hands and holding a club in the other.
2nd-3rd century, Gandhara, Vajrapani, stone, nº 1970,0718.1 at the British Museum in London (UK).
He sometimes looks rather like Hercules (see explanations here and here). On this rare relief he wears the hide of lion over his head and shoulders, holds a thunderbolt in his right hand and a sheathed sword in the other.
Undated, Gandhara, Vajrapani, lime stucco, photo on Victoria & Albert museum, London (UK).
Circa 4th century, Gandhara, Hadda, Vajrapani, stucco with polychromy, private collection, photo on Christie’s .
On occasions he is given an impish look.
Date uncertain, Gandhara, Vajrapani as Hercules, stucco, private collection, photo here .
2nd-3rd century, Gandhara, Vajrapani, grey schist, private collection, photo on Christie’s .
On others he looks like an elderly man with long hair, full beard and moustache.
Himalayan Buddhist Art - Art Bouddhiste de l'Himalaya 
Yay! Two Greco Buddhist posts in a row! Needless to say, I like these very much. Profound Eastern teachings melting with Western idealized/realist aesthetics has got to be one of the best things ever to come out of Antiquity. And as a Buddhist, I would say this would be the only positive legacy stemming from Alexander the Great’s Eastern campaign, all the glories others laud I feel are not worthy of admiration, since war brings only suffering.
And a third to be published today, you will be glad to know. You are right, it is difficult to understand why some characters are so admired when they have caused so much suffering and destruction.