Preheat oven to 400F.
Preheat a medium-size skillet with 2 turns of the pan of EVOO, about 2 tablespoons. Once the skillet is hot, add the sausage and break it up with the back of a wooden spoon into small pieces. Cook until brown, about 4-5 minutes. Remove from the skillet with a slotted spoon to drain on a paper towel-lined plate and reserve.
In a medium-size mixing bowl, combine the garlic, the cheeses, thyme and lemon zest, and season with a little salt and pepper. Add the reserved sausage to the bowl and a pinch of freshly grated nutmeg. Mix thoroughly to combine.
Prepare the pizza dough (a cool, room temperature dough is easier to work with): Dust your hands and lightly coat the dough and your work surface with flour or cornmeal. Cut the dough into 4 equal pieces. With a rolling pin, roll out each one into an 8-inch circle. Working on just half of the surface of each circle, divide the filling between 4 pizza dough circles.
Fold the other half of the dough over the top of filling and pinch the edges firmly to seal. Transfer the calzones to a parchment-lined cookie sheet.
Bake the calzones for 12-15 minutes or until golden brown all over. Serve calzones with warm Five-Minute Spicy Marinara alongside.