Erotic massage salons open up pretty often in Rome, but they get shut down almost instantly and quickly change their address. You might be better off trying your luck with escorts who have some decent massage skills than one of those shady Asian massage studios. Some sensual massage parlours claim to be specialised in Tantra massage.
You could check out Tantra Roma (http://www.tantraroma.com/) on Via Antonio Toscani (Monteverde) or Vajradhara (http://www. vajradhara.it/) on Via Giovanni Gentile 8 if you’re looking for a genuine massage, not necessarily including “extra services”.