Preheat the oven to 210°C (410°F) fan bake. Line a baking tray with parchment paper.
Divide the pizza dough into 4 equal portions and shape into balls.
On a lightly floured surface, roll each dough ball into a circle about 20 cm (8 inches) in diameter.
On one half of each circle, spread 1 tablespoon of pizza sauce, leaving a 2 cm border around the edge.
Place 4 pepperoni slices on top of the sauce, then sprinkle with approximately 40g (⅓ cup) of shredded mozzarella.
Fold the empty half of the dough over the toppings to create a half-moon shape. Press the edges firmly to seal, then fold and twist the edge for a secure closure.
Transfer to the prepared baking tray. Repeat with remaining dough and fillings.
Cut two small vents in the top of each calzone using a sharp knife.
Brush the tops with olive oil.
Bake for 20-25 minutes until golden brown and crisp.
Allow to cool for 5 minutes before serving.