Standard disclaimer: I don't own KHR or its characters yada yada yada.
The Mafia is an organization that is meant to slither and work its way thru the shadows of society making its presence known only when it is needed. Its existence is always denied and its activities are meant to be kept from the light of day and done in such a away that makes it seem as though the Mafia is nothing more then a conspiracy made up by prosecutors so that they could become some form of powerful overlords.
Of course the Mafia is very, very real.
It holds secrecy and the vow of Omerta above all else so that in its activities it can protect those who serve it. To ensure those who live this life are those men of character and loyalty they must be they are bound together. They aren't bound by law, or by something without meaning, they are bound by something so insidious and so vile that it will forever connect those who participate; murder. Every soldier, every capo, every consigliere, and every boss are bound by this same thing. Each of them made their bones by murdering someone who usually had no connection to them, but were a problem for the family.
These members then came to a solemn ceremony where their hard work would be rewarded. After this they were made men and were given the protection of the family, they could not be touched by anyone other then another made man and even then there were sit downs that needed to happen, or else you might be the one who is never found again.
The right people would gather with you and with the prick of a pin and a drop of blood on the picture of a saint you were made. As the picture is lit on fire it is tossed from hand to hand and you learn that now you are part of a family and a sense of belonging is bestowed upon you. On the reverse side you are burdened with the duty of protecting the family at any and all cost, even if it means your life.
For the Vongola family this ritual is a cornerstone of how they operate, and to be a made man there is no other way then to participate, no matter what you believe, and the guardians of the Vongola rings are no different.