You'll be on an ER4 from MXP-BEG, just a warning.
If you could go EWR-MXP-BEG-CDG-EWR you'd be fine as CDG is lousy for transits.

I'd reccomend MXP over CDG in all cases, CDG is lousy compared to other airports. NEver been to MXP, but it should be better than CDG, + a small Embraer jet to BEG