After breaking with Bardi over misunderstandings about the running of this program, in August 1930 he took over the management of the gallery, which was renamed Il Milione; its new owners were the Ghiringhelli brothers. Persico invited to exhibit there artists like "il carabiniere" Di Terlizzi and Tullio Garbari, whose deliberately candid, ingenuous, primitivist figurative culture he supported.

In Milan the Neapolitan critic became a central figure of the new Catholic culture with modernist tendencies. The period going from 1929 to 1933-34, that is, before his appointment as co-editor with Giuseppe Pagano of Casa Bella magazine, which would lead to a shift in interest from painting to architecture, should be considered that of his greatest influence on Sassu.

Persico’s critical reflections are particularly manifest in the show held at the beginning of 1932 at the Galleria del Milione, where we find Sassu with Giacomo Manzł, Renato Birolli, Luigi Grosso, Gianni Cortese, and Fiorenzo Tomea; the uniting element at this time for these artists, who would very soon be called the Nuovissimi, was this tone inspired by a "taste for the primitives."