One of my new absolute favorite Asian grocery stores in Milan is Il Sempreverde. Recently discovered in the Loreto area, it is a small shop chock full of Korean (and even some Japanese) items that are often very rare and at affordable prices.
Shopping here is a pleasure because you can really find everything: condiments, fresh, frozen or pre-cooked food, tools for cooking and even unobtainable goodies such as the famous Korean anti-drunk drink!
All items are neatly arranged and labeled in Italian. The clerk (obviously Korean) is very kind and if you need some particular ingredient for a certain recipe he will be able to indicate the right product, giving you valuable suggestions also on the preparation.