Allow the pizza dough to sit at room temperature for 1 to 2 hours before rolling. Cold dough will shrink back when stretched; room-temperature dough rolls and stays.
Preheat the oven to 450°F (230°C). Once it reaches temperature, place an empty rimmed sheet pan inside and let it heat for at least 10 minutes.
In a large skillet over medium heat, brown the Italian sausage, breaking it up as it cooks, until fully cooked through, about 5 to 7 minutes.
Add the diced bell peppers and onion to the skillet with the sausage. Cook, stirring occasionally, until the vegetables are softened, about 5 to 6 minutes.
Stir in the mushrooms and chopped olives. Cook for 2 to 3 minutes until heated through. Drain any excess liquid from the skillet.
Stir in the marinara sauce. Allow the filling to cool completely before assembling the calzones. Hot filling creates steam that can cause the seal to loosen and burst open in the oven.
Divide the pizza dough into 4 equal pieces. On a lightly floured surface, roll each piece into a circle about ¼-inch thick.
Spoon the cooled sausage filling onto one half of each circle, leaving about ¾-inch border at the edges. Lay 4 slices of fresh mozzarella on top. Do not overfill. Too much filling and the calzone won't seal properly.
Fold the other half of the dough over the filling to form a half-moon shape. Press the edges firmly together and crimp shut with a fork.
Lightly brush the top of each calzone with olive oil. Spread cornmeal on a cutting board and swirl each calzone to coat the bottoms only. Use a sharp knife to cut a few small slits on top of each calzone to allow steam to escape.
Carefully remove the hot sheet pan from the oven. Transfer the calzones onto the hot pan, cornmeal side down. Bake for 20 to 25 minutes until the crust is deep golden brown. If the tops brown too quickly before the dough is cooked through, tent loosely with foil.
Remove from the oven and immediately brush the tops with the remaining olive oil. Sprinkle with freshly grated Parmesan if desired. Let rest for 5 to 10 minutes before cutting. Serve warm with marinara for dipping.