Well, 20€ for shipping from Berlin to Italy ain't that much. A "standard parcel" sent from Berlin to my place (approx 500km west) is about 10-11€, too...
I'd guess, picking it up yourself would chew up way more than 20€, mate...
Yet you should try to sum up all items in a single consignment, instead of ordering multiple times, as there is a minimum charge you'll have to pay for every shipment.
Not sure, what you mean with "consignment letter", though. Only thing that comes to my mind by that would be a "Letter of Credit", which wouldn't really be appropriate with such a rather small private shipment...
Anyway, the methods of payment are those only, which are listed in the shop.
Edit: Nevermind, mate. Always welcome...