A bagnio is a brothel, or an obsolete term for a place for bathing, or a Turkish slave prison.

adagio

barrio

nuncio

studio

Also: bagnio, cardio, daimio, pernio, vibrio

Studio is a 6 letter word ending with io. Additional words include adagio, bagnio, barrio, daimio, nuncio and vibrio.

Brothel, bordello, bagnio, bawdy house, bordello, call house, den of iniquity, house of assignation, house of ill repute, house with red doors, massage parlor, red-light district, whorehouse, house of ill repute, house of prostitution, Congress.

According to SOWPODS (the combination of Scrabble dictionaries used around the world) there are 5 words with the pattern BAG-I-. That is, six letter words with 1st letter B and 2nd letter A and 3rd letter G and 5th letter I. In alphabetical order, they are:

baggie

baggit

bagnio

baguio

bagwig