Preheat oven to 400F; 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.
Reduce oven temperature to 375F. Line a baking sheet with foil and mist with cooking spray. Divide dough into 4pieces.
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.