True, good native and traditional cultutal exceptions of a rule of thumb. Speaking for myself (NL) we have a small amount of Italian names and heritage (also due to Catholicism), and say NYC would have much more Italian descendants.

Also, as someone who saw quite some football (non-US version), I ofcourse am familiar with a lot of names. For example, Andrea Pirlo. We also learn some via history at school, since Italy plays a prominent role in Europe's history. Regarding Nicola, people might be familiar with Nikola Tesla (the 'c' in this case, sounds like 'k') and it is just a variant of 'Nico', 'Nicole', 'Nicolas'. Then there's some dude at FIFA, 'Gianni' which is a variant of 'Jean', 'Jan', 'Jeanne', 'Janet', 'Jannie', 'Janine', etc. I could go on about Gianluigi Buffon...

What I just remind myself with regards to Italian is it tends to add a vowel at end of a word or name, but it often doesn't sound same in English or my native tongue (Dutch).