For anyone who is allergic to gluten, I have found that Milan is actually pretty-well stocked with gluten-free food. There are some businesses that have combined the “farmacy” with grocery store that sells “gluten-free” food. The prices are affordable, as well.
I myself have to avoid foods with any preservatives. I found it much easier to avoid these kind of foods while living in Italy. There are numerous farmers’ markets at lest 3x a week where you can get fresh vegetables, fruits, and all kinds of grains and nuts. In the big grocery stores, there are sections dedicated to gluten-free food, which include gluten-free bread, sweets, and snacks. The variety of brands isn’t large; in fact, they are all Italian, so it’s a good idea to find translations for any ingredients you want to avoid eating.
Overall, don’t be worried about finding gluten-free or preservative-free food even in a country where pasta and bread are god.
P.S. It is exam preparation period now but the library is closed for 3 days because it’s a national holiday. I’ve noticed there are a lot of national holidays in Italy.