Some cruise lines allow you to carry a bottle of wine each in your carry-on luggage. I can't find any information on MSC. I assume they would charge corkage if you take it to the dining room. We have never cruised MSC so need some help with their rules.
14.1 Liquor, including wines, spirits, beer or other liquers are available for purchase onboard the vessel at fixed prices. Passengers are not permitted to take onboard any such liquors for use during the voyage, whether for consumption in their own cabins or otherwise
SS Norway (12 times) '85 - '97; Radiance OS 06/01; Island Princess 11/04, Grand Princess 11/04/05, Golden Princess 7/21/06, Golden Princess 2/24/07, Explorer of the Seas 12/23/07, Island Princess 11/15/08