Every polytheist pantheon I know of has one deity who's more or less the leader of the pack. The phrase "supreme being" can be applied just as clearly to such a deity as it can to the sole and exclusive deity of classical monotheism. The Golden Dawn, by the way, doesn't require belief in a supreme being -- it does use Judeo-Christian symbolism, but it also uses symbolism from the ebulliently robust polytheism of ancient Egypt.