Look in your paragraph styles - when you generated your index, there were index paragraph styles created. Maybe just one, or maybe several, depending on how many levels your index has. You can change your style to italics there.
1. Enter a topic with some tags, e.g. <i>Sons and Lovers</i> where <i> and </i> stand for italic.
2. To make sure that this topic sorts correctly, set its sortOrder field to Sons and Lovers.
3. Add two character styles:
a. one called e.g. 'italic', in which you set italic,
b. one called 'hidden', in which you set the point size to 0.1, horizontal scaling to 1%, and colour to [None].
4. In the paragraph style you use for your index, add two grep styles:
a. apply the italic style to <i>.+?</i>
b. apply the character style 'hidden' to </?i>
Those tags will be well and truly hidden, they'll take about 0.001 points space.
Thanks Peter. It works like a charm! Much obliged.