I generally itch from wool, but *most* merino is OK... that is, I can wear it without anything underneath it. Sometimes, it's hard to tell. I bought 2 Ibex t shirts that felt very soft in the store, but bother me when I wear them. They are softening, though, with washing. I have a couple of merino cycling jerseys that are just fine and several nice sweaters that I wear all of the time.
Keep trying.