He studied music in Venice and later joined the Orchestra Sinfonica Di Milano Della RAI as a violinist. In the late 1970's and early 1980's, he became popular as a long-standing collaborator of singer-songwriter Franco Battiato, who initially hired him as his violin teacher. Apart from working as a producer and musician on several successful albums with Battiato including "L'era del cinghiale bianco" and "La voce del padrone", Pio also collaborated with him as a producer for several singers such as Milva, Alice (4) and Giuni Russo.
In 1984 Pio, Battiato and lyricist Saro Cosentino penned the Eurovision Song Contest entry "I treni di Tozeur", performed by Battiato and Alice, which finished 5th in the contest and became a considerable commercial success in Continental Europe and Scandinavia. Pio also released two instrumental LP's also in collaboration with Battiato under his own name, entitled "Legione straniera" (1982) and "Restoration" (1983).