I see what Chiellini meant in his comments. See the guy who tries to make a tackle second and then last? That guy would have fouled him at the first contact in Serie A. It wouldn't be a yellow card foul, just knock him over before he gets into a really threatening position.
It has to be said, I don't feel that our two central defenders are the best at dealing with direct dribblers, they will need a lot of help.
That's easier said than done, most of the time. Though I do agree that Italians tend to be more cynical, and would probably foul him(if they could) at some point. But then again, at some point most would have yellows, so that's not always a strategy that will bear results.
I also don't believe that any team barring Juve, who themselves don't have better individuals but tend to play with a more defensive approach and less spaces at the back, have a better defense than Real Madrid, and Messi has done that sort of thing against Real a few times (his CL goal comes to mind), so Chiellini insinuating that Messi wouldn't be able to score that kind of goal in Italy is ridiculous; sure, it'll be less frequent maybe, but he could definitely pull it off a number of times.