We just did this (Duesseldorf, not Rome). The transfer on the way is not a problem. All went pretty smooth, a few wrong turns, but they have people to help direct you at key points. There is no passport control if you are continuing on to another destination.
Returning, we spent the night in Dublin, but you still have to clear US Customs and Immigration at Dublin Airport, so I do not have any experience with doing a direct transfer. I will say that it is similar to clearing US customs in Canada. You will not need to collect your luggage. When you hand the US inspector your passport, and boarding pass AND your customs declaration form, he will direct you to his computer screen and you will see a photo of your luggage on a belt and he will ask "Is that your bag?" If it is and you say yes, he will show another until you have identified all your bags. I was slightly amazed by this technology. We were $100 over the $800 duty free limit, but he just shrugged and said have "Have a nice day."
They do not have duty free sales on the flight to the US because it is now a domestic flight. When you land in the US, you just pick your bags off the belt and you're on your way.