In a large mixing bowl (or stand mixer bowl), gently stir the lukewarm water and yeast together. Let this mixture sit for about 10 minutes until it looks foamy, indicating the yeast is active.
While the yeast is activating, whisk together the flour, salt, sugar, and Italian seasoning in a separate medium-sized bowl.
Once the yeast is foamy, add the olive oil to the yeast mixture. Gradually add the dry flour mixture to the wet ingredients, mixing on low speed until everything is just combined. Increase the speed to medium and continue mixing for about 10 minutes until the dough starts to pull away from the sides of the bowl. It will be a bit soft and sticky, which is perfect.
Lightly grease a clean bowl with a touch of olive oil. Transfer the dough to this bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1 hour, or until its size has visibly doubled. A turned-off oven or microwave can be a cozy spot for this.
Gently punch down the risen dough to release the air. Preheat your oven to 425°F (220°C) and prepare a baking sheet by lining it with parchment paper.
On a lightly floured surface, use a rolling pin to roll out the dough evenly to about ¼ inch thickness. Grab your heart-shaped cookie cutter and cut out as many heart shapes as you can. You should get around 12 mini calzones from this dough.
Take one heart-shaped dough piece. Spoon a small amount of pizza sauce onto the center, making sure to leave a clear edge all around. Top with a sprinkle of both mozzarella and cheddar cheeses, then add a few quartered pepperoni pieces or your chosen healthy veggie fillings.
Lightly brush the edges of the filled heart with a tiny bit of water. Place another heart-shaped dough piece directly over the top. Use a fork to carefully press and crimp all around the edges, sealing your mini calzone completely to keep the yummy filling inside.
Transfer your assembled heart calzones to the prepared baking sheet. Once all are ready, brush the top of each calzone with the beaten egg wash for a beautiful, golden-brown crust. Bake in the preheated oven for 14-17 minutes, or until the tops are lovely and golden.
Let your mini calzones cool slightly before serving. They're perfect warm and fresh for a romantic dinner or a fun Galentine's get-together!