Have you considered to travel with the Bernina Express to Davos?

It takes almost the same time, as if you fly the part MXP - ZRH. And the cost is even lesser and it's a very scenic train ride over the Alps.

You take the train from Milan to Tirano (€ 11.-) and then the Bernina Express (CHF 49.-).

The Ticket from Milan to MXP costs you also € 11.- and from Zurich to Davos CHF 58.- , plus flight fare and airport taxes...

There are also different train passes for Switzerland, if you plan to travel around: SwissTravelSystem.