Preheat oven to 150°F.
In a pan over medium heat, heat water for the dough to between 105-110°F, or until just warm enough to dip your finger in. Transfer to a bowl and add yeast and sugar, leaving the yeast mixture to proof for 5 minutes.
Lightly grease a medium-sized bowl with some of the olive oil. Add flour, salt, paprika, and remaining olive oil into the bowl and mix. Pour in the yeast mixture and mix until the dough forms a ball.
Use some of the 1/2 tablespoon of flour as you knead the dough for 3-4 minutes, adding more if it’s too sticky. Use the poke test to check for readiness; the dough should bounce back when you poke it. If it doesn’t, continue to knead. Once done, cover the bowl with plastic wrap.
Turn the oven off, place the bowl with the dough inside and close the oven door. Leave the dough to rise for 1 hour, until it doubles in size. Leave it for a further 30 minutes if it hasn’t fully risen.
Prepare ingredients for the filling and marinara sauce.
Start by preparing the sauce. In a medium saucepan, add olive oil and onions and cook for 1 minute over high heat. Reduce heat to medium and fry for 4 minutes.
Add garlic, anchovies, and carrots, and continue frying for 6 minutes. Add blended tomatoes, black pepper, oregano, bay leaf, fennel seed, sugar, and red pepper flakes and stir to mix. Leave the sauce to simmer for 25 minutes at low heat. Remove bay leaf.
Use a hand blender to blend the sauce, then add fresh basil. Cook over medium heat for 1 minute. If using a (stand) blender, allow the sauce to slightly cool before blending, then transfer back to the saucepan, add fresh basil, and cook for 1 minute over medium heat. Remove sauce from heat.
Preheat the oven to 470°F.
To make the filling, heat a skillet on medium heat. Add 1 tablespoon of ground beef and cook for 2 minutes.
Add garlic and mushrooms and fry for 6 minutes until brown. Add the remaining beef, salt, thyme and black pepper. Cook for 2 minutes. Set aside.
Use your hands to knead the dough into a rectangular log and cut it into 8 equally-sized squares. On a floured surface, use a rolling pin to roll each square into a circle.
To assemble one calzone add some ricotta (roughly 1 tablespoon), followed by some mushroom-beef filling, then mozzarella cheese (roughly 2 tablespoons) to the centre of the circle. Brush the edges with egg and fold one side over the filling to form a semi-circle. Crimp the edges to tuck them. Then, poke two holes on top of the calzone and brush with egg. Repeat these steps for the remaining circles of dough until you have 8 calzone pockets.
Once done, transfer onto a baking sheet lined with parchment paper and bake in the oven for 15 minutes until golden brown. Remove from the oven and serve hot with a light salad and a refreshing beverage.