I might be wrong, since Italy might be different, but in my experience, incorporating in another EU (or elsewhere) country isn't a big issue at all. A lot of people incorporate in the UK, other European countries, or the US, Delaware especially. Of course if you pay salary to yourself from that company, and you live in Italy, you'll still be taxed at the tax rate of your residence. But in general, there is no law against opening up a company elsewhere, if you properly report about your business, and don't use it to avoid taxes. Yes, you have to deal with some bureaucracy, but nothing major. If you're one guy/girl with a laptop, meaning no outside people involved, do you have a product yet? Do you have something people use? Do they have to pay to use it? If yes to all of that, then you need a company. Earlier than that you shouldn't worry too much about it.
Well, of course personal income taxes would be payed in the country you actually live in, and that's fine.
However, according to italian law, if you have a foreign company which is administered entirely by italians, then your company is subject to italian company taxation, which is to say that your company is actually italian in fact. Oh, and the burden of proof is on you! (Reference: https://it.wikipedia.org/wiki/Esterovestizione , it's in italian, I know).
"One guy/girl with a laptop" was just to say that an office and big corporate resources are not needed at that stage; it could very well read "a group of founders", but your advce is sound anyway, thanks!