Customs is irrelevant. "You" never go through customs, customs is the check on the contents of your luggage, whether any taxes are liable for importing goods. It is a non-issue, you walk though the "nothing to declare" door and 0.1% of the time you will get a random check.
What does take time is immigration (passport checks). This is the check whether you are allowed into the country, how long for, and where your passport will (if necessary) get stamped.
The "Schengen Area" is a passport union, there are no passport controls between Schengen countries, just when you enter or leave the area. Both Italy and Greece are part of the Schengen Area, your passport will be checked in Rome. Rome to Athens is treated as a domestic flight as it is within the Schengen Area - no passport checks.
Wherever your bags are checked through to (Athens or Santorini) is where you will see them for the first time, and where they go through the non-event of customs. They will be labelled so they can be distinguished from bags that joined at Rome or Athens.