In 1903, stultified by garrison duty, he had himself seconded to the Ministry of Foreign Affairs. At that time, Italy and Belgium had an agreement to allow for exchange duty between their militaries; Piccio's aim was service in the Belgian Congo. From 5 November 1903 until 17 February 1907, he was engaged in a mission to Kalambari, Africa. His return from Africa took him via Paris, where he managed to spend his three years' savings in a few days revelry. Upon his return to Italy, he shipped out again for foreign duty. He spent from 13 March 1908 to 31 July 1909 assigned to the 2nd Mixed Company of Crete.