Hi, Eleonora78!
I think the best method to get signed pictures of Dolph is a fund, like eBay. His fame is "almost gone" in the world of the main-stream so he doesn't really give autopraphs and such things any more. As you can see it in comparison, most examples for signed pictures were moreover taken and distribued in the 80s. Have a look at them within the "gallery".
I am not informed about a "public Italien Fan Club" of Dolph, but try to find out about some boards, forums in current topics. It is amazing where you can find information about Dolph in the whole world.
Good luck.
I was looking for a requisit like the large Sowjet poster of Dolph that is shown in Rocky IV and I heard it was sold for about 1000$ via eBay... it might be the best research.

In hope for someone who could replace the real Dolph one day if he's (hopefully not as soon) out of business...