First stop should be the organisation carrying the checks or the airport itself. Just look at their website if you can find an address or web form to give feedback. Even if you feel compelled to escalate the complaint, send a copy to them. They might ignore it but at least you would give them a chance to act quickly, which is best for everybody.
If the problem is really with a few specific people, they are also the only ones who might possibly do something. There are several regulators overseeing aviation security in general but they won't micro-manage contractors or airport personnel. What they can do is put pressure on the airport to get its act together if there are regular complaints.
The next step would therefore be to contact the national regulation agency, as explained by MikFoxtrot. In Italy, it's called ENAC. (Incidentally, this webpage includes a list of all civil aviation authorities in the EU).
In the European Union, the rules regarding safety inspections are increasingly defined at the EU-level. Consequently, you could also write directly to the EU commission, Directorate-General for Mobility and Transport or perhaps to ESEA.They are even less likely to act on a single report but the Commission gets many letters from people pointing out various breaches of EU law and does take them into account when initiating further action.
That said, it's very presumptuous to consider that you are able to apportion blame and should personally do something to discipline the people carrying out the checks based on a single casual observation. You really know nothing about the context, their work or their life. And in any case, it's the role of the organisation managing the safety inspections to organise training or enforce consistent standards so if the problem is really serious, it's probably the result of systematic deficiencies with the culture, procedures or available resources, even if you had the feeling that enough personnel was present on that day.
Furthermore, respected experts like Bruce Schneier consider that airport security is mostly for show and that responding to specific tactics by ever tightening inspections is a completely wrong-headed strategy to fight terror. Besides, the probability of some form of attack (which is what those inspections are ostensibly about) happening on any one flight is incredibly small. Consequently, even if the inspections were appallingly bad, this is nothing to be “shocked” about. My answer to your last question would therefore be to let all this be and relax.