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Curiously I can't find a whole lot on this in the limited sources I know how to find.
So German units famously dropped without all their weaponry - these came down in pods and they were supposed to go find them.
Allied paratroopers dropped in full battle rattle but had the whole leg bag thing...
Did the ER (or any other Italian military force) have a formalized close combat / bayonet / combatives system in use during the general WW2 era? I know of myriad systems for the US, UK, Japan, Russia, and even China, but to date I have not turned up anything on Italy.