Well...the links between the Belgian RF and Italy are:
the first Queen of the Belgians, Louise, was half italian on her maternal side;
Princess Marie Charlotte, Luise and Leopold I's daughter, was Vicereine of Lombardy-Venetia (my region!), as wife of Archduke Maximilian, Viceroy from 1857 to 1859;
Princess Maria José became Queen of Italy, as wife of King Umberto II;
the then Prince Albert, now King, married Donna Paola Ruffo di Calabria;
Princess Astrid married to the titular Duke of Modena, Archduke Lorenz, who is half italian (his mother was born Princess of Savoy, and his paternal grandmother Empress Zita was italian too);
and among Princess Mathilde's ancestors are the Dukes of Savoy (in XVI century).
Other minor links are between the belgian aristocracy and the italian royalty and aristocracy are:
Princess Lydia of Savoy, Duchess of Genova and of Pistoia, was belgian, born Princess of Arenberg, and step-aunt of Laetitia de Belsunce d'Arenberg, mother of the titular Grand Duke of Tuscany;
Prince Charles d'Arenberg married to Donna Fiammetta dé Frescobaldi-Franceschi-Marinis, from one of the most ancient italian families.