Researching Italians in the United Kingdom is the same as searching for any ancestral links, however you do in my experience need to think a little outside the box!
Surnames over time change, all surnames can, but imagine an accent to the English ear and what is said can be recorded as something quite different. In the main the names were unfamiliar and therefore spelt with a degree of guess work. There was also a need felt by some of the Italians to anglicanise their names, including forenames – Guiseppe becoming Joseph and Jo.
Civil Registration began in 1837 and in the early years the Italians were slow to record the births of their children. As you would expect in the main the Italian population was Catholic and as such many Catholic records are not to be found in the International Genealogical Index (IGI), instead the Roman Catholic records are still held by the Parish Priest. Accessing these records can provide copious amounts of information in addition to the entry you are seeking. Witnesses at weddings, as well as sponsors at Baptisms and this is particularly useful if the name has been misspelt.
Occupations recorded on the Census can often give a clue as to the place of origin in Italy. For example those who arrived in Woking Surrey post the Second World War were mainly from the Mussomeli and Caltanissetta regions of Sicily and it is the same for earlier groups of migrants. The Italians, as many immigrants do, remained within a proximity of others from their own commune, town or Country. If you can not trace your ancestor, look at others in the location, if may provide a stepping stone to your ancestry.
Other records for researching your Italian ancestry within the United Kingdom are the Census records. The first Census took place in 1801 however it is not until the 1841 that contains useful information to researchers. There are instances of earlier census records surviving, but they are few and far between. The 1841 Census records the ages rounded up or down to the nearest 5 years. 42 years of age probably becomes 40 and 48 years probably becomes 50, so you do need to be a bit flexible with the ages. In 1841 the place of birth is merely a yes or no to whether born in the County. The 1851 Census does give more information, but the amount of data varies. Some are specific with the commune and Italy others simply reflect Italy.
Naturalisation records can be useful, but it was expensive and often the poor could not afford it. All aliens covered by the Aliens Act were required to register having entered the Country, but this often did not happen and the officials often did not enforce this. Sadly, most of these records have not survived.
Passenger records do exist, but often do not cover ships where the journey began outside of Europe. Directories are a really useful source especially if your ancestor had a trade. Many Post Office directories or Kellys Directories have survived.
Researching Italians in the United Kingdom does need to be approached using the accepted research methods, however in my experience it would be useful to think laterally and leave no stone unturned, no matter how unlikely that stone might be.
Look at surname mapping as an aid to your research. A rather useful mapping site is HERE. Insert your surname into the relevant box and the site produces a map of Italy and the instances in each region where that particular surname occurs. Click each region will provide the commune breaking the details of the data down further.