Step 1Dissolve the yeast with the sugar in 1/2 cup of the water and set aside until foamy.
Step 2In a large mixing bowl, combine the remaining 3/4 cup warm water, the olive oil and yeast mixture. Stir in the flour, 1 cup at a time, and salt mixing until the dough begins to come together in a ball. Spoon the dough onto a floured board and knead it until it's smooth, elastic and no longer sticky, about 5 minutes. Place the dough in an oiled bowl, cover it with plastic wrap and set it aside in a warm place until it has doubled in size, about 1 hour. It is then ready to use.
Step 1Heat the oven to 400 degrees. Dust a baking sheet with cornmeal.
Step 2Divide the dough into 4 equal balls. Working with 1 ball at a time, roll the dough out on a floured board into a thin circle, about 10 to 12 inches in diameter. Place the mozzarella, goat and Parmesan cheeses on one half of each round, sprinkle the cheese with the oregano or basil and the pepper, and drizzle a few drops of olive oil over it. Fold the other half of the circle over the filling to make a half moon and press the edges of the dough firmly together with the tines of a fork. Repeat with the remaining dough and ingredients to make 4 calzones.
Step 3Place each calzone on the baking sheet; you may need to bake in 2 batches. Lightly beat the egg and brush it over each calzone; this will give the crust some shine when baked. Bake them until they're golden brown and the filling is melted, 20 to 25 minutes. Serve immediately.