I'm not sure what him being Italian has to do with it, but I would just have a conversation with him, directly, when she's not around. It might be awkward, but I think it's the best way to make yourself understood.
Say something along the lines of, "You know I'm cool with you and your girlfriend, and I'm happy for you that you have such an awesome time in bed, but all the noise has got to stop. I'm not demanding complete silence, but it really isn't cool when you wake me up in the middle of the night or make me sit through a half hour of screaming when you know I'm in the next room. Please talk to your girlfriend and try and be more considerate in the future."
And if you really are suspicious and want to burn him, you can speculate that he's getting off on making you listen and that that is really obnoxious, but that depends on how adversarial you want to be. More likely he just really thinks it's hot when she makes a lot of noise, and isn't thinking about your comfort at those times. Make it amply clear that he needs to be.