OK I guess it's probably too late to worry about getting a reputation for being the forum trainspotter.
If anyone is interested in the Amsterdam-Milano sleeper, it stops in Cologne. So quickest route might be to go from London to Cologne (or Köln even

) - on the Eurostar and Thalys. Rail Europe were adverting a lowest fare of 62€ (
DeutscheBahn's cheapest advertised fare is 49€). Last train from London is something like 12:27. I've seen reports saying that the Thalys trains were to get 4 bike carriage spaces when they were refurbished in 2008; so they should have them now - but best to check if that's important.
There's a sleeper train from Munich to Venice going via Innsbruck, Bressanone, Bolzano, Trento, Vicenza, Padova etc but unfortunately the train from London arrives 40 minutes too late to catch it. But there is a DeutscheBahn sleeper from Amsterdam via Cologne to Innsbruck from where you should be able to get a connecting local train on into the Dolomites the next morning.
Probably not as cheap or as quick as Ryanair, but definitely not as impossible, or as impossibly expensive, as some people might think.
For more information on the DeutscheBahn sleepers and a route map go here:
http://www.bahn.de/i/view/GBR/en/prices/europe/overnight-travel.shtml
...and of course there's
www.seat61.com
I've uploaded the pdf of the network map for their network of sleeper services.