Harry was in the Italian capital for the Sentebale ISPS Handa Polo Cup charity match.
"We were at the hotel where we spent the night before the game," the Argentinian polo star explained.
"He talked to a person and said, 'This morning I got my coffee and I saw that you have a plastic thing on the coffee.'"
He continued to impersonate his royal friend. "And then I also sent my shirt and I got my shirt in a big plastic bag. Can we please not use the plastic?"
Gayle added that Harry and Meghan were, "Trying to make the world a better place, everyday."
After the polo match, Nachos paid tribute to Harry via Instagram.
Alongside a series of photos, he wrote, "The world thinks they know everything about this man.
"I have been fortunate enough to spend enough time over the years to learn and understand the man he really is, a kind, generous, compassionate person who is constantly thinking about how to make the world a better place, whether that is helping kids in Africa, talking openly about mental health, encouraging children or talking about climate change and the things that we all human beings need to change for the next generations.
"I see him do that over and over again and it is truly inspiring. I am honored to be your friend and let’s keep fighting because if we all fight together love always wins."