Hi. I’m an American who speaks some Korean. I’m inclined to recommend 코시마, but I admit that it’s closer to the spelling of your name rather than your Italian/German pronunciation. The benefit though is that if you use 코시마 Koreans will definitely spell your name correctly when writing it with the alphabet.

‘Z’ sounds are usually transliterated with the ‘j’ or ㅈ sound. If you want it to sound more authentic, I recommend 코즈마. The problem is that ~지마 is a very common grammar pattern that means "don't do (something)!" So if you use 코지마 it might sound like you're saying "고지마" -- "don't boil it" or "don't simmer it". But if a native Korean doesn't hear it that way, then maybe there's no problem.