I prefer to assemble my calzones while the charcoal is getting hot. You can also make them ahead of time and keep at room temperature until ready to cook.
Place 1/2 chimney of unlit charcoal around the back of your grill in the shape of a horseshoe, with the open part towards the front of the grill.
Light another 1/2 chimney of charcoal. This is when I assemble my pizzas as it can take 20-30 minutes for the charcoal to get hot.
To make the calzones, divide each dough into 4 equal pieces. Lightly flour a work surface. Using your hands or a rolling pin, stretch each piece of dough into a 6" round.
Divide the ricotta between each round, placing on one half, leaving around 1/2" around the edges.
Divide the sausage mixture between each round and top with the mozzarella.
Fold the dough half over the topped half. Crimp the edges with your fingers, making sure to seal it well.
In a small glass or bowl, whisk together the egg and water. Brush over the top of the calzones. Sprinkle with salt.
Lightly oil a pizza pan. Yes, you can make the calzones directly on the stone but I've had more luck with a pan. You can read more about that in the recipe text in my post.
Lightly sprinkle the pan with cornmeal.
Slide 4 calzones onto the pan. Try to not let them touch or overlap.
Once the charcoal is ashed over pour it over the unlit coals. Add 3-4 fist-sized wood chunks around the edges (I use tongs to keep them from falling beneath the stone) and a few good chunks in the charcoal basket. Add the KettlePizza grate and stone. Add the grill cover.
Let the stone get good and hot. Usually I let it go to around 600 F.
Transfer the pan to the grill. Bake for 5 minutes then spin the pan 90 degrees. Keep baking/spinning every minute or so until the calzones are done to your liking.
Let the calzones rest a few minutes before slicing.