While Judaism today debates the involvement of angels at Sinai, the New Testament refers to them. I've quoted some references and verses below.
New Testament Commentaries
Through angels (δἰ ἀγγελων [di’ aggelōn]). Allusion to the use of angels by God at Sinai as in Acts 7:38, 53; Gal. 3:19, though not in the O. T., but in Josephus (Ant. XV. 156).
Robertson, A. T. (1933). Word Pictures in the New Testament (Heb 2:2). Nashville, TN: Broadman Press.
In a widely recognized Jewish tradition, God had given his law through angels (Acts 7:53; Gal 3:19; Josephus; and Jubilees). (The rabbis preferred to emphasize only the great number of angels present for the Israelites.) The tradition may have some basis in the interchange between God and his angel in Exodus (cf. Ex 3:2), the association of Psalm 68:17 with the Sinai tradition, and especially Deuteronomy 33:2 (more so in the LXX, which declares that his angels were with him on his right).
Keener, C. S. (1993). The IVP Bible background commentary: New Testament (Heb 2:1–4). Downers Grove, IL: InterVarsity Press.
However, some take these reference to refer to human messengers, especially at Sinai.
...while again D. Heinsius and G. Olearius, seeing that λόγος here must refer to the Mosaic law, have regarded the ἄγγελοι as referring to human messengers.
Lange, J. P., Schaff, P., Moll, C. B., & Kendrick, A. C. (2008). A commentary on the Holy Scriptures: Hebrews (p. 44). Bellingham, WA: Logos Bible Software.
"... you who received the law as delivered by angels and did not keep it.”
(Acts 7:53, ESV)
Why then the law? It was added because of transgressions, until the offspring should come to whom the promise had been made, and it was put in place through angels by an intermediary.
(Gal. 3:19, ESV)
Tanakh (Old Testament)
An angel of the LORD appeared to him in a blazing fire out of a bush. He gazed, and there was a bush all aflame, yet the bush was not consumed.
(Ex 3:2, JPS)
I am sending an angel before you to guard you on the way and to bring you to the place that I have made ready.
(Ex 23:20, JPS)
See, My angel shall go before you. But when I make an accounting, I will bring them to account for their sins.”
(Ex 32:34, JPS)
JPS Tanakh Commentary
[Ex 3;2] 2. an angel of the LORD The “angel” has no role in the entire theophany; it is the fire that attracts Moses’ attention, and it is always God Himself who speaks. Most likely the angel is mentioned only to avoid what would be the gross anthropomorphism of localizing God in a bush.
Sarna, N. M. (1991). Exodus (p. 14). Philadelphia: Jewish Publication Society.
[Ex 4:24] encountered him Whereas polytheistic literature would attribute the experience to a demonic being, Israelite monotheism admits of no independent forces other than the one God. Hence, the action is directly ascribed to Him. In order to soften the anthropomorphism, rabbinic sources, as reflected in the Targums and medieval commentaries, introduce an angel as the instrument of affliction.
Sarna, N. M. (1991). Exodus (p. 25). Philadelphia: Jewish Publication Society.
[Ex 15;11] the celestials While Hebrew ʾelim (sing. ʾel) may certainly mean “gods,” in some texts, as here, it refers to heavenly beings, the hosts of ministering angels that were imagined to surround the throne of God and to be at His service.
Sarna, N. M. (1991). Exodus (p. 80). Philadelphia: Jewish Publication Society.
[Ex 23:20] 20. an angel On angels in the Bible, see Comment to 3:2. Classical Jewish commentators are divided on whether a heavenly or human45 messenger is here intended by Hebrew malʾakh.
The phrase may simply be an idiom expressing the activity of Divine Providence, as in Genesis 24:7.
Sarna, N. M. (1991). Exodus (pp. 147–148). Philadelphia: Jewish Publication Society.