Preheat oven for 425 degrees F. Line a baking sheet with parchment, brush with a little olive oil (or use cooking spray) and set aside.
Form pizza dough into 4 equal-sized balls.
On a lightly floured surface, roll each dough ball into an 8-inch disc.
Add 2 tablespoons of pizza sauce onto one-half of the surface of each dough round. Set aside remaining sauce to serve on top of the turkey calzones.
Next, add 4-5 slices of pepperoni, then chopped turkey, peppers, onions, and cheese.
Carefully fold the other half of the dough over the filling, gently press the edges together, and crimp them closed.
Using an oiled spatula, carefully transfer the calzones to the parchment-lined baking sheet
Using a fork, lightly puncture the calzones to release steam as they cook. Brush the tops with olive oil, and place the pan into the oven.
Bake the turkey calzones for 15-17 minutes, or until the dough is golden brown and cooked through.
Remove calzones from the oven and place them onto a platter. Let them cool for a few minutes.
Heat the remaining pizza sauce in a small pot on your stovetop for 1-2 minutes.
Spoon pizza sauce over the calzones, top with shredded parmesan, and serve.