In a bowl, combine warm water, yeast, and sugar. Let sit 5 minutes until foamy. Add flour, salt, and olive oil. Mix until a dough forms. Knead on a floured surface for 5-7 minutes until smooth and elastic. Cover and let rise for 1 hour.

In a bowl, combine ricotta cheese, diced smoked ham, and freshly ground black pepper. Add a pinch of cayenne to taste. Mix until well combined.

Preheat oven to 500°F. Divide the dough into 4 equal pieces. Roll each piece into a circle about 8 inches in diameter on a floured surface.

On one half of each dough circle, layer prosciutto slices, the ricotta mixture, and fresh mozzarella slices. Fold the other half over the filling and crimp the edges with a fork to seal.

Place calzones on a cornmeal-dusted baking sheet. Cut a few small slits on top for steam. Brush with egg wash and dust with Parmesan cheese.

Bake at 500°F for 20 minutes or until golden brown and the filling is bubbly.

Let cool for a few minutes before serving. Serve with warm marinara sauce for dipping.