Never really handled Pantherella, as shocking as that might be. The Sozzi socks that I have are definitely much finer than the Gallo ones I have. Although, I don't have any 100% cotton Gallo (at the moment!).
The Sozzi ones are really fine and are like a second skin. I've worn them (the OTC) all day without them falling down or 'getting caught' on my pants. I would say they are more dressy than the Gallo, also, due to their fine-ness!
Hope that helps.