The Greek regulatory authority for energy is actively planning the connection of most of the islands to the continental grid using submarine cables. [1]
On top of that Euroasia Interconnector will be connecting the grinds of Greece, Cyprus and Israel forming the world's longest submarine power cable. [2]
Connecting the power grid is cheaper long-term. Greece has roughly 200 inhabited islands.
[1] http://www.ekathimerini.com/230518/article/ekathimerini/busi...
[2] https://en.wikipedia.org/wiki/EuroAsia_Interconnector#/media...