Preheat oven to 450 degrees. In large bowl, mix first 5 ingredients. In cup, with fork, beat egg and 1 tablespoon water. Grease large cookie sheet.
On floured surface, unroll 1 package of pizza dough. With knife, cut dough in half. Spoon 1/4 of filling along 1 short side of a dough half to within 1 inch of edge. Brush edge of dough with some egg mixture. Fold dough over, enclosing filling. Press edges together firmly to seal.
With pancake turner, transfer calzone to cookie sheet. Brush with some egg mixture. Cut several slits in top. Repeat with remaining dough and filling to make 4 calzones in all. Bake 12-15 minutes until golden brown.
Meanwhile, in small saucepan over medium heat, heat pizza sauce. Serve sauce with calzones to pour over top.
