I just bought 2 cases of #4 steel B&P Italian shotgun shells. Has anybody tried these? I usually use Winchester Xpert.

Welcome Ducs!
Nope, never heard of or tried the B&P shells. I have never liked #4 steel in my guns, I use #2 and #1 steel mostly.
I like Winchester too and since I don't use many in a season, I will probably stick to them.