Preheat oven to 350F.
In a large bowl, mix together the diced cooked chicken, green olives, roasted red pepper and grated mozzarella.
Dust flour onto a flat work surface. Place the pizza dough ball on the surface and cut into 8 equal portions.
Dust your hands with flour and work one of the pizza dough portions into an 8 inch circle. Try to ensure that it is an even thickness. If desired, use a rolling pin roll the dough into the 8 inch circle.
Spoon some of the chicken mixture onto the middle of the pizza dough circle. Make sure that there is some space on the edge.
Fold the dough over making a half circle. Pinch the edges to make sure it is sealed well. Place on a baking sheet lined with parchment paper.
Make remaining calzones.
Make an egg wash by mixing together the egg and milk in a small bowl.
Brush the egg wash on the calzones and sprinkle with oregano.
Bake in the oven for 25 minutes or until golden brown.
Serve with some pizza sauce for dipping!