I have checked and currently on our intranet system there is some info for the French and German based crew, but there is no specific advice for Milan-based employees
NSF: More checking required. EJ pay section have posted a fairly comprehensive document on the intranet titled 'Italian Flight Deck Tax Briefing' which is included in the flight ops pages under a news item titled ' 23 June 2006: MILAN TRANSFERS'. For EJ employees a phone call to the person nominated in said document will provide you with some very "helpful and specific" details.
For those not employed by EJ, this is an internal document and I don't think it appropriate for me to post any details from the document here as the information is freely available for you to research through the various tax authorities at the cost of your own time. If EJ intended it for public viewing it would be on the EJ site with the current T&C's. Or, if you attend an interview and express an interest for Milan, then you may be provided with it then.