Those who subscribe to the Greco-Roman origin use it as a basis for quoits coming to Britain during the Roman occupation. The game of quoits ("coiting") in England during the reign of Edward III, and again during the reign of his successor, Richard II, was outlawed in favor of pastimes such as archery, which would translate to readiness in battle. This was duplicated in the Statutes of Kilkenny (see here and here) by Edward's son, Lionel of Antwerp, in his rôle as viceroy of Ireland.
(Ironically, quoits was referred to as "manly and healthy amusements" in 1836 in a Washington, DC, advertisement for the available amusements at a nearby coffee house.)
The similarity between quoits and the game of horseshoes suggests that the game might have started with people idling their time by throwing spare horseshoes at a stake or peg. That assumes, however, that "horse shoes" in the past were the ring- or U-shaped pieces of metal they are now.
And that is something worth looking into in more detail.