Dennis had a relatively tranquil day on Stage 5 to hold on to the pink jersey in Sicily ahead of Thursday's mountain stage to the volcanic Mount Etna.
The BMC Racing rider retained his one-second lead over defending champion Tom Dumoulin (Sunweb), with four-time Tour de France winner Chris Froome (Sky) 55 seconds back in 19th place.
"It was a nice day on the bike and it was actually quite an easy day in comparison to yesterday," Dennis said. "I didn't expect that with the cross-headwind and headwind for most of the day.
"There was a little bit of stress now and then but we got to sit back a little bit because other teams wanted to fight for the stage so it was a good day in the end.
"In the last two kilometres, everyone was stressing about that little climb just before the finish and they were fighting for position as if the top of that was the finish.
"I just rode my way through the peloton a bit and stayed calm and moved up after the climb. I was putting myself in the right position without wasting too much energy, especially in the last 500 metres. But, it wasn't going to work and I wasn't going to win the stage so I saved energy and sat on the wheels for the final. I felt pretty good and I saw a lot of faces being pulled in the peloton which is a good sign I think.
"Tomorrow is another day when I will fight for pink and the day after is out of my mind at the moment. Etna will be hard. It's a long climb. I've been going alright on these smaller climbs but a long one that goes up to altitude is a completely different ball game.
"It's not going to be easy but it's going to be about working together as a team and trying to control what we can control rather than biting into everyone else's games and not doing what is best for me."
"I would love to keep the jersey tomorrow. That's a big goal of mine. Etna will really show me where I'm at against some of these big GC guys and hopefully, it's positive. That would give me some confidence going into the second and third week."
Battaglin (LottoNL-Jumbo), who finished third in Stage 4, timed his sprint perfectly in the last metres of the uphill finale and crossed the finish line ahead of Giovanni Visconti (Bahrain-Merida) and Jose Goncalves (Katusha-Alpecin).
"The finish was a bit different to yesterday," Battaglin, who previously won Giro stages in 2013 and 2014, said. "Yesterday was really a powerful sprint on a really steep climb.
"Today was a steep climb but at two kilometres to go, and I had a little bit of time to rest and recover and do a really good sprint."
Astana rider Miguel Angel Lopez was the only overall contender to suffer a setback after he crashed into a field with six kilometres to go, losing another 42 seconds on his rivals.
Earlier, an accident which left a motorcyclist in a critical condition marred Wednesday's racing. The incident took place shortly before the stage began with reports stating that a car drove through a roadblock in place to enable riders to progress pass through Agrigento.
A helicopter airlifted the stricken motorcyclist, who was working at the Giro d'Italia, to a nearby hospital while the driver was arrested with the start to the race delayed by 15 minutes.