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 about 1/8 inch (3-4 mm) thickness. Shape it into a large circle, then cut it into two equal halves.
Clean and slice the mushrooms. Thinly slice the onion.
In a skillet, heat the olive oil over medium heat. Sauté the onion until softened. Add the minced garlic and mushrooms, then continue to sauté for 5-6 minutes.
Pour in the heavy cream, season with salt, pepper, and nutmeg. Cook for 2-3 minutes, or until slightly thickened. Stir in the chopped parsley.
Grate the mozzarella and mix it with the Parmesan cheese. Add the cheese mixture to the mushroom mixture.
Place the filling on one half of each dough circle, then fold the other half over. Use a fork to crimp the edges to seal the calzone.
In a small bowl, whisk the egg and brush it over the top of each calzone to ensure a golden-brown crust.
Place the calzones on a baking sheet lined with parchment paper and bake for 15-18 minutes, or until golden brown.
After baking, let them cool slightly, drizzle with a little olive oil, and serve warm.
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