I’m in Italy and I’m under the impression that I’m in the minority that does, not sure of what’s like elsewhere

I’m in Germany, but I live in a fairly leftist, academic bubble. In my bubble the European identity is already way more important than the german one. But I’ve read that Germans in general are, for historical reasons, less caught up in their national and more in their regional identities and since those are already subsumed under a common german one the step to a common european identity is easier than it might be for more centralized nations.

I fear that having that many entities would complicate things

I get that and I share that feeling. For small-scale representation we have the parliament and that’s already a smaller scale than the region. Currently we’re treating the Council of the European Union as an upper house equivalent, representing the member-state governments and in theory the CoR could become an upper house instead. But as you said it would complicate things. Not least because the political power of regions varies vastly among member-states. Bavaria for example has massive budgetary and legislative power at home while regions in highly centralized France don’t.

I think a better way to enforce subsidiarity would be to give binding consultation rights to the Council of Regions. This would mean that while it wouldn’t vote on every law, the EU would legally be prohibited from passing laws affecting local governments without the explicit approval of the regions. Basically veto power if a majority of the regions feel something goes against their interest.

Right now the Council must be consulted, but can then be ignored.