The Super GT and Super Formula champion topped the times with his 1m40.107s lap, set using the 250kW attack mode, to squeak clear of BMW Andretti racer Maximilian Guenther.
Kiwi Cassidy was handed a five-second time penalty and had two penalty points added to his race licence after he was adjudged to have caused a collision at Turn 7 with Jake Dennis during the Saturday event.
But he put in the graft early for the chilly 45-minute session to lead the way by 0.049s over Guenther. As conditions very gradually deteriorated and the times fell away, Cassidy would remain unmatched.
Out of a flurry of yellow flag incidents littered across the circuit in the EUR region of the Italian capital, Alex Lynn’s error was the most notable.
The Mahindra Racing driver lost the rear of his car under braking into the Turn 12 chicane. As he attempted to catch the slide, he then upset his line into the left-hander and nosed gently into the TecPro barrier at the apex.
Early pacesetter Stoffel Vandoorne was shuffled back to an eventual third in the fullness of time, running 0.555s adrift of Cassidy.
Vandoorne was wiped out of the first Rome race on Saturday when he hit a manhole cover and span into the wall while trying to avoid slowing race leader Lucas di Grassi.
The Mercedes racer also fell foul of the slippery circuit, his car upset over the crest into the braking zone for Turn 12.
He was subsequently forced to abort the chicane altogether and take to the escape road.
Stoffel Vandoorne, Mercedes Benz EQ, EQ Silver Arrow 02
Photo by: Sam Bloxham / Motorsport Images
Dragon Penske Autosport driver Sergio Sette Camara ran to fourth quickest, a further 0.146s in arrears, but remains under investigation for power overuse.
The Brazilian was already penalised in the preceding day’s race. He earned an initial drivethrough for exceeding power limits.
As he took to the pitlane, he tagged with Edoardo Mortara and Alexander Sims and was then given a five-second race time penalty for speeding under a full-course yellow.
Nissan e.dams driver Oliver Rowland led countryman Dennis to fifth as surprise Saturday race victor Jean-Eric Vergne ran to seventh place in the new DS Techeetah E-Tense FE21 machine.
Sebastien Buemi beat Edoardo Mortara and Andre Lotterer inside the top 10.
Rome E-Prix – FP3 results: