On wikipedia_it_all_06_2014.zim, [[Roma]] contains some "see also" ({{vedi anche}}) templates which link to categories, like "Per approfondire, vedi Categoria:Biblioteche di Roma". The templates are left and the link label is bolded, even though it's not a link because the categories are not included.
The simplest solution is probably to make that an external link; alternatively, the whole template could be removed but I'm not sure how to identify them cross-wiki.
Filing as feature request because cross-namespace links could be blamed over the wiki or this could be considered a temporary problem which will vanish when all category pages are included as well.
Your approach to solve the problem is not realy feasible. I think the solution would be to have categories working (there is an issue on Github for that)... Or just remove the whole template via a blacklist (but so far this is not configurable that way). Closing, but issue can be reopen on GitHub if really important.