Making Individual Words Italic in Index

I have a huge index that has italic words through out it. 

The problem is that the italics doesn't carry through into the markers.

I have tried setting up a GREP but can't get it to recognize the italics.

Here's a sample of what I need in italics:

academic supervisor

attitude is </i>strong interest</i> in student progress, 153

definition, 16

description of functions and duties, 153

As you can see I have put <i> and </i> before and after the word, and the "hidden" character style makes these symbols small again but somehow the italics doesn't find its way to the words.

Any ideas, successful tips?

Thank you!