Pier Giorgio was enrolled in a school of dance as a child for a short time, but he tired of it quickly. When he was seven, he mentioned the lessons in a letter to his grandmother: "How are you? I am fine; I am going to gymnastics and to dance lessons, too..."
Years later, when he was 24, in a letter to his friend Marco, he wrote: "Today I was at the Brezzi’s house for a tea and dancing no less." It certainly was not his favorite activity.
His sister Luciana noted that he avoided the social life of the embassy in every possible way. Pier Giorgio gives evidence of this in a letter to his grandmother from Berlin in 1921: "Thanks to the death of King Nicholas, they can't hold balls and big dinners, and that's fine with me."