1. Preheat oven to 400°F; line a rimmed baking sheet with foil. In a bowl, mix beef, onion, garlic, Italian seasoning, bread crumbs, salt and pepper until well combined. Shape mixture into 16 1-inch balls and place on baking sheet. Bake for 12 to 15 minutes, turning often. Place tomato sauce in a large bowl. Toss meatballs with sauce and set aside to cool.
2. Reduce oven temperature to 375°F. Line a baking sheet with foil and mist with cooking spray. Divide dough into 4 pieces. Roll each piece into a 7- to 8-inch circle. Divide meatballs among dough circles, placing them on bottom halves and leaving a 1-inch border. Sprinkle each calzone with cheese. Fold dough over filling and roll bottom edge over top, pressing and crimping together to seal. Beat egg with 1 Tbsp. water and brush all over calzones. Make a slit in top of each calzone to let steam escape. Place calzones on baking sheet and bake until golden brown, about 40 minutes. Let rest for 5 minutes before serving.