Originally Posted by Turnbull
She was an American-born countess, Dorothy DiFrasso, who had connections to Mussolini. Siegel was one of her many lovers. The story (unverified) is that he had a scheme to use her to get close enough to Mussolini to whack him. Here's a link to her bio:
https://www.findagrave.com/memorial/177989689/dorothy-cadwell-dentice_di_frasso



Thanks for the info Turnbull!