Vueling flies Palermo to Crete or Palermo to Mykonos. Unfortunately, both are via Barcelona!

any alternatives?

I use www.whichbudget.com so see which low fare airlines fly which routes. If you scroll down a bit on the page you can select “italy” and then pick other departure cites on Sicily or on the mainland. You might be able to fly from Trapani (NW corner of Sicily) to Rhodes on Ryan air or eDreams.

Try posting this on “cheap flights” to see if Don and the other gurus can help.

They’re not budget airlines, but Aegean Airlines, Olympic Airways, Alitalia, and Air One all fly several routes between the two countries. Of course, you will need a layover in Rome, Naples, Milan, Thessaloniki, or [if your final destination isn’t Athens] Athens. Do a search on conventional flight search websites (like orbitz) and see if you come across decent prices.

BTW, in my opinion you should skip Sicily, and allocate more time to Greece.