In a large bowl, combine the flour, dry 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.
While the dough is rising, dice the onion and garlic. Sauté them in a pan with a little olive oil until translucent.
Add the diced chicken breast and cook over medium heat until golden brown. Sprinkle with tarragon, white pepper, and oregano.
Pour in the heavy cream, stir to combine, and cook for another 5 minutes to allow the flavors to meld.
Divide the risen dough into two equal portions, then roll each out into a circle, about 5 mm thick.
Spoon the tarragon chicken filling onto one half of each dough circle, then sprinkle with 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 give it 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.
Wait a few minutes before slicing, so the filling doesn't spill out too hot.
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