File EC261/2004 (don't think there is a form for it, just draft a plain letterhead letter) claim to http://www.cathaypacific.com/cx/en_H...ggestions.html . Let them know you will escalate to Ente Nazionale per l'Aviazione Civile (CAA HK counterpart in Italy http://www.alitalia.com.ve/footer/le...lightdelay.htm) if they fail to respond in a reasonable amount of time, say, 30 days.

Keep copy of complaint, cos you may need to escalate to ENAC. ENAC has jurisdiction on CX flights leaving from Italian airports.

CX will not proactively offer EC261/2004 compensation (even though I believe you are entitled to the EUR600). Most likely to you have to chase after them.
CAA HK will not assist in the enforcement of an EU rule.