The limited angular resolution of γ-ray telescopes prevents a direct identification of the majority of sources detected so far. This is particularly true for the low latitude, probably galactic, ones only 10% of which has been identified. Most counterparts of the identified low-latitude γ-ray sources are Isolated Neutron Stars (INS), both radio-loud and radio-quiet (Geminga-like) objects, which are characterised by an extremely high value of the X-ray-to-optical flux ratio f_X/f_opt. Therefore, the systematic X-ray and optical coverage of low-latitude unidentified γ-ray sources aiming at high f_X/fopt sources seems one of the most promising ways to spot INS candidate counterparts. Since low latitude sources are heavily affected by the interstellar absorption at both X-ray and optical wavelengths, we have focussed on two middle-latitude, probably galactic, GRO/EGRET sources: 3EG J0616-3310 and 3EG J1249-8330. These two sources, which could belong to a local galactic population, have been selected owing to their relatively good positional accuracy, spectral shape and lack of candidate extragalactic radio counterparts. Here we report on X-ray observations of the two γ-ray error boxes performed with XMM-Newton and on their optical follow-up carried on with the Wide Field Imager at the ESO/MPG 2.2 m telescope. Less than half of the ~300 sources detected by the X-ray coverage have no optical counterparts. Among those, we have selected few interesting sources with fX/f_opt≥ 100, which we consider promising INS candidates.