In a large bowl, combine the flour, salt, sugar, and dry yeast. Add lukewarm water and olive oil, then knead into a soft, elastic dough. If it's too sticky, add a little flour; if it's too dry, add a little water.
Cover the dough and let it rise in a warm place for about 1 hour, or until doubled in size.
Meanwhile, chop the figs into small pieces. Roughly chop the walnuts, then mix them with honey and rosemary.
Crumble the goat cheese and prepare the filling.
Turn the risen dough out onto a floured surface and divide it into four equal parts. Roll each part into a circle about 3 mm thick.
On one half of each circle, spread the goat cheese, then sprinkle with the honey-walnut-fig mixture. Make sure to leave about 1 cm of space around the edges for folding.
Fold the dough in half to create a half-moon-shaped calzone. Press the edges firmly to seal, then press with a fork to ensure they don't open during baking.
Brush the top of each calzone with a beaten egg to give it a golden-brown color after baking.
Bake in a preheated oven at 400°F (200°C) for about 20 minutes, or until the calzone is nicely golden brown.
Let it cool slightly, then serve fresh, possibly with extra honey on top or sprinkled with a few toasted walnuts.
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