The easiest option is to call Verizon and enable TravelPass for your iPhone. You only have to do this once per lifetime, but you may have to first enable it while you're still in the U.S. You will be charged $0 / day before you leave the U.S. When you arrive and turn on your phone you'll be charged $10/day. Travelpass will work in all three countries, you keep your phone number (unlike a local SIM), use the data already assigned to your plan, and do nothing when you switch countries or return to the U.S. If you spend a day sailing on Lake Como and leave the phone turned off, you pay $0 that day.

On the one hand, $10/day is shocking! You could buy local SIMs in each country, get tons of cheap gigabytes, and save so much money! But why are you going to Europe? Would you rather spend time hunting down stores in each country, getting the right SIM (some carriers don't have great connectivity, some don't include data plans), set it up, then troubleshoot problems, OR... Kiss $140 goodbye and have zero problem full connectivity, instantly, everywhere you go, as soon as your turn on your phone.

Now someone will tell you how easy it is to get a local SIM. And they're usually right. But I've been all over the world and I can tell you that sometimes it's easy, and sometimes it's a royal pain. And either way, it always takes away your precious time.