shops that sell green coffee and that roast it in house, are very common in Italy.
The traditional name is Torrefazione. Which is also used by a US brand from Seattle that was bought by Starbucks. They can grind it for you any way you like it. Coarse for drip, fine for expresso, very fine for Turkish. If you insist they can also roast a batch for you. They usually roast it black, for espresso, while for drips is better brown.