In a large bowl, combine the flour, yeast, and salt. Add the olive oil and lukewarm water, then knead until you have a soft, but not sticky, dough. If it's too dry, add a little more water.
Cover the dough with a clean kitchen towel and let it rise in a warm place for about an hour, or until doubled in size.
Mince the garlic and sauté it in a little olive oil in a saucepan. Add the tomato sauce, oregano, basil, and black pepper. Cook for 5 minutes to allow the flavors to meld.
Finely chop the anchovies and olives, then stir them into the tomato sauce.
Divide the risen dough into two equal portions, then roll each out into a circle about 5 mm thick.
Spoon the anchovy tomato sauce onto one half of each dough circle, then sprinkle with the grated mozzarella and Parmesan cheese.
Fold the other half over the filling and press the edges firmly to seal, preventing the filling from leaking out.
Preheat the oven to 400°F (200°C). Brush the top of the calzones with beaten egg to give them a beautiful golden-brown color.
Place the calzones on a baking sheet lined with parchment paper and bake for 20-25 minutes, or until golden brown.
Wait a few minutes before slicing to allow the filling to cool slightly.
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