Hi! It's really difficult without the data of their hometowns in Italy. At the time of Francesco's birth, Italy was still fragmented and a large portion of it under Austrian rule, and those provinces did not have Civil Registers, only Church Records, which are not public yet.
You can check for emigration data here: http://www.ciseionline.it/2012/archivio.asp, for starters, there're several Francesco Romeo there. I don't know if there were transatlantics that went directly from Europe to Canada, maybe they entered via New York.
In the Italian Diaspora Page there're a number of on-line resources you can try.