That's what I've been trying to follow. I followed all the instructions to connect to a roaming network, but it didn't work. So at the moment it's not even connecting to a network, nevermind data
The same is happening to me in Italy. It won't connect to any network if left to automatic selection so I tried to manually connect to all the networks available (Wind, Tim, 3 ITA, even vodafone) but none of them works and now they're all "forbidden"...