Here's names listed as used in Italian and Greek on BtN:
AnnaClioIreneMariaMariannaMarinaSaraSofia /
Sophia
Also, here's a few names I found in my searching that are marked as used in Italian, but are the Italian form of a Greek name or form (there's probably more, I just scanned a few searches).
Dafne (
Daphne)
SusannaAngelicaBereniceCatarina /
CaterinaDariaElenaTeresa
Otherwise one has Greek and the other Italian. Or a Greek first name and Italian middle name vice versa.
Anastasia and
BiancaKaterina and
EmilianaHelen and
Teresa
Anything there? Just keep searching till you find it.