Pellicano started playing the piano at the age of 5, and percussion shortly after, at age 8.
Pellicano earned a graduate performance diploma from the Royal College of Music in Stockholm, Sweden, where he studied percussion under Anders Loguin, founding member of the Swedish percussion ensemble Kroumata, Roland Johansson, former timpanist of the Royal Stockholm Philharmonic, and Daniel Kåse, principal percussionist of the Royal Stockholm Philharmonic.