Add the olive oil to a sauté pan on a burner over medium heat. Add the Italian sausage and sauté until browned, breaking up the sausage into smaller pieces with a wooden spoon, about 4-6 Minutes.
After the sausage is browned, add the minced onion and garlic to the same pan. Continue cooking for another 2-3 Minutes, or until translucent.
Add the tomato paste. Stir to combine and cook for another minute. Season with salt if necessary and set aside.
Cut the pizza dough into two equal rectangles. Layer half of the sausage filling on one side of the rectangle. Repeat with the other dough. Top each filling with half of the ricotta.
Take the bottom right corner of the rectangle and fold over diagonally to the top left corner, creating a triangle shape. Press the edges together to seal the dough and roll the seal upwards towards the center of the calzone. Create an indentation every ½ inch like an empanada, resembling a rolled crust shape.
Brush the tops of each calzone with the egg wash. Gently place into the air fryer basket.
Air Fry at 400°F / 205°C for 8-10 Minutes, or until the crust is golden brown. Do not flip over during cooking. Carefully remove from the basket and set aside to cool slightly before serving. Dust with parmesan cheese. Enjoy!