The usual preposition is 'at', because you usually use 'at' for precise times, for example 'midnight', and times of the clock.
However, you can sometimes use 'in that moment', suggesting that it is a longer period of time, or a time which seemed long to the person concerned. 'In that moment' is fine in the example you have given, because something happened during that time: the writer realised something about his Italian trip.
If you're not sure, I'd advise you to use 'at', because it's more likely to be right. And remember that the preposition with 'the moment' is nearly always 'at' : at the moment.