In a skillet over medium heat, crumble and cook the mild Italian sausage until browned and fully cooked. Drain any excess grease and remove from heat.
In a mixing bowl, combine the cooked sausage, sliced pepperoni, ricotta cheese, mozzarella cheese, and Italian seasoning. Mix until well combined and set aside.
On a lightly floured surface, roll out the dough into a circle about 8 inches in diameter.
Spoon a generous amount of the filling onto one half of each dough circle, leaving a small border around the edge.
Fold the other half of the dough over the filling to create a half-moon shape. Press the edges together to seal.
Preheat your oven to 400°F (200°C). In a small bowl, whisk together the egg and water to create an egg wash. Brush the tops of the calzones with the egg wash and sprinkle with Parmesan cheese.
Place the calzones on a baking sheet lined with parchment paper. Bake in the preheated oven for 20-25 minutes or until they are golden brown and puffed up.
Once baked, remove the calzones from the oven and let them cool for a few minutes. Serve warm with marinara sauce for dipping, if desired.
