Mario was an Italian pickpocket.
He and Antonia stole Missy's dematerialisation circuit. Missy managed to track Antonia down and dragged her into her TARDIS. Venice was then subject to various timeline changes caused by the portal that the Gryphons had created. Missy took her to 14th century Venice to find Mario as he'd fallen through but he'd caught the plague and died. They eventually discovered his corpse. (PROSE: The Liar, the Glitch and the War Zone)