Need a Certified True copy of my deceased Grandpas US Naturalization docs. Local FL USCIS field office OK or go back to state naturalization occurred?

You should contact the local field office where you live to see if they can assist you. The field office may not be able to assist you but should be able to explain how you can obtain such a document. You should take the photocopy you have as well as a certified copy of his death certificate and the request from the Italian Government, if made in writing.