I know this is a bit of a long shot but if there are any other English speakers out here in Rome there's a great open mike venue Rome's Comedy Club. It's a funny and friendly environment and you can perform anything you like by contacting the organisers through the website http://romescomedyclub.tumblr.com/ . Check out the monthly clip too http://www.youtube.com/watch?v=pjgjBl1iOdk