I preferred the old Dario so far. This one is too... normal. He's too much like any Westerosi mercenary. He's supposed to be a character. It's just been one episode, so I haven't given up on him yet.
Did you really consider the Dornish in the book to be Italian themed? I always had them pegged as vaguely Mediterranean, and more Spanish/Moorish than Italian. I don't think there are all that many similarities between what we know about Dorne from the books and historical Italy, although you could find some for Southern Italy I'm sure.
Still, really happy with Oberyn, and really happy with the episode.