In a large bowl, combine the flour, yeast, and salt. Add the olive oil and lukewarm water, then knead until a soft, but not sticky dough forms. If it's too dry, add a little more water.
Cover the dough with a clean kitchen towel and let it rise in a warm place for about an hour, or until doubled in size.
Dice the chicken breast into small cubes, finely chop the onion, and sauté the onion and chicken in a pan with a little olive oil over medium heat until golden brown.
Stir in the garlic, then add the mustard, heavy cream, black pepper, and oregano. Cook for 5 minutes to allow the flavors to meld together.
Divide the risen dough into two equal portions, then roll each portion into a circle about 5 mm thick.
Spoon the mustard-cream chicken mixture onto one half of each dough circle, then sprinkle with the grated mozzarella and Parmesan cheese. Fold the other half over the filling, and press the edges firmly to seal.
Preheat the oven to 400°F (200°C). Brush the top of the calzone with beaten egg to achieve a beautiful golden-brown color.
Place the calzone on a baking sheet lined with parchment paper and bake for 20-25 minutes, or until golden brown.
Let it cool for a few minutes before slicing, to prevent the filling from running out while it's too hot.
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