His Majesty's Secret - George VI and Mussolini

King George VI actually met Benito Mussolini in 1930 on his visit to Rome when he was Duke of York. While attending the wedding of Prince Umberto, George VI is reported to have met with Mussolini and had a long talk, the details were confidential. The British Ambassador at the time was Lord Ronald Graham, a pro-fascist  and Pro-Nazi who became a key figure in the notorious anti semitic Right Club in 1939.

When George VI became King in 1937 his Prime Minister Neville Chamberlain sponsored a secret backchannel to Mussolini via Italian Maltese Adrian Dingli, and the relationship with Mussolini was key to the four power pact at Munich in 1938. In January 1939 Chamberlain visited Rome to see Mussolini in person and in 1940 when US envoy Sumner Welles visited 10 Downing Street he found Neville Chamberlain had a signed photograph of Mussolini on his mantlepiece.
George VI's connections with Italian Royalty and Fascist Italy predate all of this when in 1923 King George V visited Rome, King Victor Emmanuel III visited England in 1924 and interestingly King George V seemed unalarmed to have a British Fascist guard on honour for his train.