Preheat oven to 450°F. Divide pizza dough into 4 equal pieces; form into small balls. Wrap each dough ball with plastic wrap; let rest 20 minutes.

Unwrap and roll on a lightly floured surface into flat disks, about 7 inches wide. Place disks on a baking sheet lined with parchment paper.

While dough balls rest, stir together mozzarella cheese, ricotta cheese, egg yolk, lemon zest, grated garlic cloves, kosher salt, and black pepper in a medium bowl with a fork until well incorporated. Divide mixture among dough disks, adding mixture to 1 side of the disk and leaving a 1⁄2-inch border.

Lightly beat egg in a small bowl. Brush outside edge of the dough with half of egg; fold into half-moons, and crimp edges with fork. Brush tops of calzones with remaining egg; sprinkle with grated Parmesan and dried Italian seasoning.

Bake in preheated oven until golden brown, 16 to 18 minutes. Serve with warm marinara sauce.