I would go with a family name over a name chosen for the meaning any day. I like
Milo better than
Peter as a FN.
Milo Peter Anthony is a nice combo (no need for the hyphen, it only creates extra hassle in his initials).
Pierantonio sounds very Italian. I woudn't use it, unless there's a reason like Italian heritage or something.
Anthea Florence is the best out of these two in my opinion.
I'd go with
Anthea Colleen though.
If
Florence has a special meaning I'd consider
Milo Firenze. I would personally love to have a decent reason to use
Firenze :D