One option is to just buy the film in Rome, expose it there, and then mail the undeveloped film home. It will probably be fine. There was an extended thread here from a user who was photographing an enormous number of rolls of film in some remote Scottish or Scandinavian islands, and IIRC settled on mailing the film back and forth, and it was fine.
Another is to try getting hand checking at the airport. I flew out of Rome FCO a year and a half ago, and I had 1 or 2 rolls of film. I saw they were sending me towards an old non-CT X-ray machine so I just put the film through it rather than ask about hand checking. However, they may have changed the machines by now, and it can depend on what terminal you are going through of course.