Template name convention for view mini pager
After having Inspected the code more carefully and having read the whole resources I found again I finally found out the I bumped in one nasty corner case.

First of all, reading the code for the views module I found out that the tut I posted in my question was wrong and that the right naming convention for the template file is: views-mini-pager--evento-view.tpl.php (where evento-view is the name of the view). 

Then I wanted to try and write a function template (instead of using the .tpl.php file) and I struggled again in finding the right naming convention. Since the views_mini_pager return with theme('item-list', ...) I tried to hook that for my specific view without any luck (mytheme_item_list would work, but changes the html output for every object using the 'item_list'). I finally read more carefully Using the theme layer (Drupal 7.x) especially this:


  Drupal provides a few helpers to build complex HTML constructs easily. These are very useful features, and by using them it is easy to create a consistent look on tables and lists. The downside is that they are not readily accessible to a themer. Instead, they place code that should be at the presentation layer into the logic layer, and only advanced themers are able to do anything with it.
  These functions are more acceptable for administration pages.
  When creating output that is likely to be changed, it is best to avoid the use of these constructs and create the tables and lists with real HTML code. The forum themes are perfect examples of how to accomplish this and still create HTML code that is consistent.
  Function name suggestions with double underscores
  An even bigger problem with using common provided theme functions such as theme('item_list') is that a theme probably does not want to override every theme_item_list() for every list output by Drupal anywhere, but only the one in our module. Therefore, instead of simply theme('item_list'), we can use theme('item_list_mymodule_main', $items) which would make it possible for a theme to implement themename_item_list_mymodule_main() or themename_item_list__mymodule() to override item_list() only for that specific instance.


So I made the mytheme_views_mini_pager function in my template.php returning a theme('item_list__views_mini_pager') hook this with mytheme_item_list__views_mini_pager and all worked like a charm