Stunad does indicate stupidity although I can't give you the literal translation. I know I've heard it in the past at Granny's house. lol...
Is it possible that Depp said mangia? (MON-ja) That would be eat. If not then there's minga which, given the context if he was talking about someone and refering to them as peppers, I'd say "Eff those peppers" might be close. Never saw Donnie Brasco so I don't know.
Personally, I hate gangster movies that involve Italians. They always overdo the Italian thing with the Joisey accent and the hand motions. The friggin Sopranos are the WORST, I can't watch more than 5 minutes of that show, it just irritates the hell out of me. "Badda bing Badda boom" nobody
ever said that around my house! First time I ever heard it was on TV. Then the use of the hand motion where you place all the fingers together palm upward and shake it at people. They seem to use that in every scene.
The other one (even though it was real) was "Living Gotti" (I think). Them kids were way over the top on the Italian gangster schtick and I guarantee it was for the cameras. I wanted to go over there and beat it out of them.
The Godfather wasn't too bad but they DID have a consultant from the Italian Anti Defamation League on that set during filming.
The funniest slang term I think is "mullion" (mool-YON), which is used in reference to black folk. It means "eggplant". No offense meant to any of my black folk friends here but you have to admit, the Italians have a way with words. First time I said "Dad, what does mullion mean?" and he told me I almost fell over.