Make the dough. Skip to step 2 if using premade dough. In a medium-sized bowl, pour in warm (but not too hot) water and sprinkle the yeast and sugar on top. Whisk vigorously until yeast and sugar are combined and cover with a clean towel and let sit for 5 minutes. Then remove the towel - the mixture should be slightly foamy. Pour in the oil and flour, followed by the salt, making sure the salt doesn't come in direct contact with the yeast. Mix with a sturdy spatula or your hands until all of the flour is wet and a shaggy, thick dough is formed. If the dough is way too wet, add 1 tbsp of flour at a time mixing in between until a thick dough is formed. Do the same with 1 tbsp water at a time if it is way too dry. Turn the mixture out onto a lightly floured surface and knead the dough into a ball with the palm of your hand for about 5 minutes. The dough is ready when you can press your thumb into the dough and it slowly springs back. Allow dough to rest in a greased bowl in a warm spot covered with a towel for 30 minutes to an hour (longer is better) until it has just about doubled in size.
Preheat the oven to 425 F (220 C). Prepare the filling: In a skillet on medium heat, add the olive oil, chopped onion, peppers, and a pinch of salt. Cook for about 5 minutes, stirring occasionally, then push the veggies to one side of the pan and add the sausage, breaking it up with a wooden spoon or sturdy spatula as it cooks. Cook for another 5 minutes, or until veggies have released most of their moisture and sausage has browned and stir everything together. Remove the pan from the heat and set aside.
Assemble the calzones: On a lightly floured surface, turn out your pizza dough. Using a bench scraper or large knife, cut into 4 equal-sized balls, about the size of a small apple. Take one dough ball and roll it out to a large, thin circle, until you reach a diameter of about 6-8 inches (15-20cm). On half of the circle, spoon about 1/4 cup of sauce, sprinkle 1/2 cup of cheese, and top with 1/4th of the filling mixture, or about 1 cup of filling per calzone. Make sure to leave about 1/2 inch (1.25 cm) of space around the sides for crimping. Fold the empty half of the dough over the filling and pinch the bottom dough into the top dough to crimp and seal the calzone. You could also use a fork to crimp for another sealing option. *If freezing calzones, you can freeze at this point before baking.
Carefully transfer the sealed calzones to a baking sheet with foil and brush the calzones with olive oil. Cut several slits in the calzone to allow steam to escape. Bake for 30 minutes, or until golden and bubbling. Check the calzones halfway through baking and rotate the pan to evenly brown all of them. Allow calzones to cool on a cooling rack to prevent the bottom from getting soggy. Cool completely before storing in an airtight container or wrapped in foil in a bag.
To freeze: you can freeze assembled, prebaked calzones (without the slits), or baked and cooled calzones by placing calzones on a baking sheet in the freezer for two hours before storing them in air-tight containers and returning to the freezer. Defrost in the fridge overnight before baking for best results! Enjoy!