Three of those identified in surveillance camera footage are minors, including one 13 year old, Ansa news agency reported.
Some of the suspects are known to belong the Irriducibili club of hard-core Lazio supporters, who dominated the section where the stickers were found after Lazio's match again Cagliari on Sunday.
They could face criminal charges for instigation to racial hatred, which carries a sentence of up to four years in prison.
Extracts from Anne Frank's diary were read before Serie A matches across Italy on Tuesday night in response to the incident, which has turned a spotlight on Italian football's long history of racism.
Non c'è solo lo scempio degli adesivi di Anna Frank. In una città così piena di romani il calcio dovrebbe esser sospeso, lo diciamo da mo... pic.twitter.com/WbyxBTQwcq— Roma fa schifo (@romafaschifo) October 24, 2017
Lazio has announced plans to organize educational visits to Auschwitz for young fans, while its players will wear T-shirts bearing images of Anne Frank during their pre-match warm-up on Wednesday night.
Lazio's ultras have already announced that they will not attend Wednesday's match in Bologna, saying that they do not want to be part of the “media theatre”.
They urged fellow Lazio fans not to let themselves be “exploited” by those who wanted to harm the club.
“This is maybe a few lads joking around and taking the mickey,” the fan club said in a statement.
They pointed to a court ruling earlier this year that established, they said, that “it is not a crime to mock a rival fan by accusing him of belonging to another religion”.