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.
Slice the zucchini, eggplant, and red bell pepper into thin slices.
Heat the olive oil in a grill pan or skillet over medium heat. Grill the vegetables for 2-3 minutes on each side, until lightly charred and tender.
Mince the garlic and add it to the grilled vegetables.
Season the vegetables with salt, pepper, oregano, and the chopped fresh basil.
Grate the mozzarella cheese and mix it with the Parmesan cheese. Sprinkle over the grilled vegetables.
Place the filling on one half of the dough, then fold the other half over to cover. Use a fork to press and seal the edges of the calzone tightly.
In a small bowl, whisk the egg and brush it over the top of the calzone to help it brown nicely.
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 a little olive oil and serve warm.
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