Add olive oil to pan and when hot, add all the veggies and cook quickly until slightly charred. Add s/p to taste.
Roll out pizza dough into a rectangle on a greased sheet and place the cooked veggies on one side of the dough. Add the cheddar cheese and close up the pizza dough by folding it over and pinch the edges closed. Add vent hole and bake in a preheated 420 oven for 15-20 minutes depending on your oven.
For a nice shine on the top of your crust, you can mix 1 tablespoon of milk in with a beaten egg and brush it over the top before calzone goes into oven. I don't bother because it tastes just fine the way it is.