First of all, hello everybody, nice to post something here after reading for sooooo long.
Just got my new Zaffiro, my first e61 machine.

I notice a few strange things, probably related...

Coffee comes out pretty cold. Not ice cold but not as hot as I am used to.
It also comes out pretty fast, even at the finest grind from Rocky and a solid tamp.
It takes no more than 7-8 seconds to fill the cup from the moment it starts pouring, and no more than 5-6 seconds to start pouring from the moment I pull the lever.
There is no crema at all but after a while, a very light foam forms, almost white.
The taste is neither bitter nor sour. A little watery.

Sounds like channeling but I grind too fine and tamp too hard and still can't choke the machine. Could it be something like too high pressure, non proper fit of basket in portafilter or something completely unknown to me...

On the temperature issue note that a little bit of steam comes out of the steam wand when pulling hot water, indicating a "not so low" temp.

Any ideas?
PID is the next step but until then I have to drink some coffee.

Thank you all in advance

Sounds like you didn't let it warm up long enough and the coffee isn't fresh.

By the way, did you read the reviews here and here? There is ample how-to guides for the Zaffiro/Amica. Oh, and you may want to apply the Rocky thread slop fix.

I've seen more than one Rocky that was unable grind fine enough for espresso no matter how much coffee you put in the basket.

At the finest setting, if 16g on a 0.1g scale, or a levelled basket, of FRESH coffee cannot [almost] choke the machine, then it cannot grind fine enough.

'Choking the machine' is not a valid qualification for an espresso grinder, but if you want to try a 14g ristretto and the puck flows like water at 16g, the ability to explore the extraction space is severely compromised.

Thank you very much for your replies.

I tend to believe that the thermostat is off.
If this can be judged by the hot water coming off the screen with no portafilter attached, I can tell you that I can easily drink this water, which does not seem hot enough.
And though pretty hot, the group can't burn my hand if I touch it.
Other e61 machines I have checked (at commercial installations) are so hot that the group is not "touchable".
But these might be too hot.

I will experiment a little more with thermostat settings as soon as I get a proper thermometer.

Another thing
Do not count on the "machine" been ready when the light tells you that it is,
takes quite a bit longer for the grouphead and the portafilter to reach optimal temperature

The water coming out of the group should be around 190F measured with a thermometer. Either the thermostat needs turned way up or it is not heating long enough. Turn it on and let it sit for a half hour. If the water is still just warm, you have a thermostat problem. Cold water will blow through a puck much like you describe but the coffee could be suspect as well. When was it roasted?

Same beans produce good enough coffee on at least 2 other machines, same grinder.
So I have to rule out the coffee or grinder problems I guess.
I will get a thermometer and measure water temp as soon as I can.
Or I will jump to PID (sooner I guess).

I know it is not an accurate method but I just got a thermometer and measured the water temp. I measured after a full warm up, off the portafilter with no coffee inside, into a pre-warmed thermocup.
It won't go above 65C/150F.
I did not expect to see 85-90 degrees but isn't 65 a bit low even for an "in-the-cup" measurment?