Cook broccoli according to package directions; drain. Sprinkle with sage; set aside. In a large saucepan, saute onion and garlic in oil until tender. Remove from the heat. Stir in the broccoli, chicken, cheese and basil; set aside.
On a lightly floured surface, divide dough into four pieces. Roll each piece into a 10in. circle. Carefully place one circle on a lightly greased baking sheet. Spoon one-fourth of the chicken mixture onto half of the circle. Brush edges of dough with water; fold dough over filling and pinch edges to seal. Repeat with remaining dough.
With a sharp knife, make two slashes on each calzone. Beat egg and water; brush over calzones. Bake at 400 degrees for 18-22 minutes or until golden brown.