Firstly, let me say that for 3mm, adhering to strictly historical colors is not the best way to approach things. This small scale requires a slightly exaggerated and perhaps even somewhat cartoonish approach to painting.
I always prime light grey, then anything that will be any sort of sand color, I give it a base-coat of Green Ochre (V914). After looking at a lot of photos of Italian vehicles and uniforms, here are the colors I've settled on for infantry (I use almost exclusively Vallejo colors for my Italians):
For Fucilieri and Bersaglieri:
Helmet: Green Ochre (V914)
Face and hands: Stone Mountain Ruddy Flesh (a good "sunburned" color)
Tunic & trousers: Desert Yellow (V977)
Boots and leatherwork: Saddle Brown (V940)
Rifle: Mahogany Brown (V846) with a strip of Gunmetal Grey (V863) along the top
Bersaglieri capercaillie feathers: Black Green (V980)
For Blackshirts, I omit the Desert Yellow tunic and use Black Grey (V862) instead. Sahariana jackets are Stone Grey (V884), for those officers who have them. Larger infantry weapons are generally all Gunmetal Grey (V863). I realize these are crap photos, but the macro ability of an iPhone 5 is pretty much zero. I also plan to give some Bersaglieri dark beige brown tunics after finding this photo:
Armored vehicles seem to have had three different color schemes in the early phase of the Desert War: brick red with dark green patches (this seems to have been exclusive to L3/35's):
Sand yellow with dark green splotches or wedge shapes:
Or just overall sand yellow.
So I use these three to easily differentiate between types of tanks.
L3/35: Red Leather (V818) with Olive Grey (V888) splotches:
M11/39: One part Sand Yellow (V916) mixed with one part Green Ochre (V914) as a base and Olive Grey (V888) splotches:
M13/40: One part Sand Yellow (V916) mixed with two parts Green Ochre (V914):
I've found that uncut Sand Yellow gives a color that's too bright; almost "neon sand", if there is such a thing.
The majority of soft-skin vehicles that the Italians sent to North Africa were never repainted for the desert and served in their European dark gray-green color, therefore I paint most trucks, etc in overall Olive Grey (V888), however I do throw in the occasional sand-colored one for variety. I use several colors for tarpaulins: Khaki Grey (V880), Canvas (V314), and Russian Green (V924).
Tank tracks are Black (V950) heavily dry-brushed with Oily Steel (V865). Tires are Dark Rubber (V306). Windshields and windows are Black Grey (V862). Mufflers and any other areas needing rust are Light Rust (V301). Any weapons (AAMG's, etc) are Gunmetal Grey (V863).
Everything, infantry and vehicles, gets a couple of coats of Sepia Wash (V200). Tanks get a couple of further washes inside the tracks to add shadowing. The last step is a spray of Dullcote.
That's my formula for the Italian Army in North Africa. Again, my apologies for the quality of the photos.