Belotti is Lukaku's age and has never played in the CL.
Morata isn't exactly a prolific goalscorer.
In style, though, both fit the system Conte uses at Chelsea a lot better than Rom would - on paper at least.
Morata is 10x the footballer of Lukaku. I'd swap Lukaku for him in a heartbeat. Not even close.
Only saw Belotti a few times, but I think his general movement is leagues above Lukaku too - not that that's particularly difficult. But you're right in that he's unproven - thing is, he'd also cost half of what Lukaku would, and the risk wouldn't be that unpalatable as a result.
Griezmann... don't even need to explain that one surely, he's simply better than Lukaku to any team anywhere.
@Brisan123's post was spot on in every way in my eyes.