In a large bowl, combine the flour, yeast, and salt. Add the olive oil and lukewarm water, and knead until you have a soft, but not sticky, dough. If the dough is 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.
Roughly chop the walnuts and toast them in a dry skillet for a few minutes to enhance their flavor.
Divide the risen dough into two equal parts, then roll each part into a circle about 5 mm thick.
Spread sour cream on one half of each dough circle. Top with crumbled Gorgonzola, grated mozzarella and Parmesan, and sprinkle with the toasted walnuts.
Fold the other half of the dough over the filling and press the edges firmly to seal, preventing the filling from leaking.
Preheat the oven to 400°F (200°C). Brush the top of the calzones with beaten egg to give them a beautiful golden-brown color.
Place the calzones on a baking sheet lined with parchment paper and bake for 20-25 minutes, or until golden brown.
After baking, drizzle a little honey over the top to balance the flavors.
Wait a few minutes before slicing to prevent the filling from being too hot and runny.
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