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.
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 in half.
In a bowl, combine the ricotta cheese, honey, lemon zest, lemon juice, vanilla extract, and a pinch of salt.
Roughly chop the walnuts and toast them in a dry skillet over medium heat for 2-3 minutes, or until fragrant.
Grate the mozzarella cheese and add it to the ricotta mixture, then stir in the toasted walnuts.
Place the filling on one half of each dough circle, then fold the other half over to cover. Use a fork to crimp the edges and seal the calzone tightly.
In a small bowl, whisk the egg and 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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