Preheat your oven to 400°F (200°C). If using store-bought pizza dough, let it rest at room temperature for 10 minutes to make it easier to roll out.
On a lightly floured surface, roll out the pizza dough to a thickness of about 1/8 inch (3-4 mm). Shape it into a large circle, then cut it into two equal halves.
Roughly chop the walnuts and toast them in a dry skillet over medium heat for 2-3 minutes, or until fragrant.
Cut the blue cheese into smaller pieces and mix it with the grated mozzarella.
For the filling, combine the cheeses with the toasted walnuts, finely chopped rosemary, and a pinch of salt and pepper.
Place the filling on one half of each dough circle, then fold the other half over to cover. Use a fork to press down the edges and seal the calzone tightly.
In a small bowl, whisk the egg, then brush it over the top of the calzone to help it turn golden brown while baking.
Place the calzone on a baking sheet lined with parchment paper and bake for 15-18 minutes, or until golden brown.
After baking, let it cool slightly, then drizzle with honey and serve warm.
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