Erotic massage studios are not a big thing in Milan. If you will do an online search for massaggio erotico in Milano then probably Milan Erotic Massage (http://www.milaneroticmassage.com/) is one of the first names that pops up in Google. They have the only three programs on the menu: erotic massage, Thai body-to-body massage and Tantra massage but is quality that counts and not quantity. Sadly enough they do not show images of their girls. They also hide their physical address on their website but you can retrieve it when contacting them and an outcall massage service to your hotel or private apartment could be booked as well with them. Most (erotic) masseuses advertise independently online on Massaggi a Milano (http://www.massaggiamilano.it/) where they list the services they provide (prostate massage, four hands, full body and the other regular stuff) and prices they charge (usually somewhere around €100 per hour).
In a city, which is so much about beauty and appearances it is no wonder there are many salons, which offer relaxing spa treatments and massages. The luxurious Spa at Mandarin Oriental hotel (https://www.mandarinoriental.com/milan/la-scala/luxury-spa/) is a landmark in this category with skilled therapists and high level services but do not expect something more spicy than a conventional Thai massage. There are a few Asian and Romanian erotic massage parlours but those are usually cover-ups for shady bordellos and will require a cautious approach.