In a large bowl, sift the all-purpose flour. Add the dry yeast, salt, and sugar, then mix to combine.
Pour in the lukewarm water and olive oil, then start kneading. Work until a smooth, elastic dough forms. Cover and let rise for 1 hour.
Divide the risen dough into two equal parts. On a floured surface, roll each part into a circle.
Spread cream cheese over half of one circle, then layer with smoked salmon, capers, and grated mozzarella.
Sprinkle with oregano, basil, and a pinch of black pepper, then drizzle with a little lemon juice.
Fold the other half of the dough over the filling, then press the edges together to seal, ensuring the filling doesn't escape.
Brush the top with beaten egg, and use a fork to prick a few holes to allow steam to escape during baking.
Bake in a preheated oven at 400°F (200°C) until golden brown, about 20 minutes.
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