Special equipment: a pizza stone cooks pizza and calzones with a nice brown crust, and a pizza peel is the easiest way to get pizza and calzone in and out of the oven. If not available, cookie sheets can be used.
Place a pizza stone or heavy sheet pan in the oven and preheat to 450 degrees.
Sauté onion in olive oil to soften slightly, about 2 minutes, add mushrooms and peppers and continue to cook until about half done, about 5 minutes. Remove and cool.
Spread dough on a well-floured countertop or board to 12-14 inches. Spread half with about 1/2 cup of Bolognese and top with vegetable medley, sausage and finally cheese – keeping fillings at least one inch from the edge.
Fold dough over to form a half circle. Using your fingertips, press the overlapped dough together well with your fingertips. Starting on one end, press the dough together with your fingertips and press with the back edge of a knife to make solid closing indentions (or just close up the edges the best you can). Before sealing the final 1-inch, press any remaining air out and seal closed. Cut a couple slashes in the top to vent. Brush with egg wash if a glossy brown finish is desired.
Transfer carefully with a floured pizza peel (or creatively with 1-2 large spatulas or a cookie sheet) and bake on a PREHEATED pizza stone or heavy pan – cooking until nicely browned and bubbling hot – about 20 minutes. Meanwhile, heat remaining sauce.
Remove and rest 5 minutes on a rack, transfer to a board, cut, plate and smother with heated sauce.
