According to Baseball Reference there are seven players born in Italy who have played in MLB, Reno Bertoia having the longest career. Six of the seven (Including Bertoia) came to the US or Canada as children and developed as baseball players there, so they meet the definition of native-born Italian citizens (not just of Italian history to play in MLB. However they don't meet your later qualification of players playing in Italy and recruited from there.
The one exception is Alex Liddi, who was born in Italy and developed as a player primarily there, including in the European Baseball Academy run by MB. He is generally considered the first player born and raised in Italy, and think meets what you were looking for.
In addition to Samuel Aldegheri, I am aware of at least two other young pitchers born and developed in Italy currently playing in the lower levels of MiBL. There may be more. If one of these, or a later signee, makes the MLB I think they would be considered the first Italian born and raised MLB pitcher.
