You can make these calzones ahead. Follow each step up through step 8. Then cover with plastic wrap and leave in fridge until you want to bake them. Add the egg wash just before baking
On folding the calzone: The idea is simply to seal the calzones. If you manage to make it pretty in the process, more power to you!
On the egg wash: Be careful to not lay it on too thickly, there should be no pools of egg.