Make the dough. Put the oil, salt and yeast in a small bowl, add the lukewarm water and stir to dissolve the yeast. Set aside. Sieve the flour on a work surface and make a hole in the center. Pour the yeast mixture, mix with a wooden spoon until the liquid has been absorbed by the flour. Knead the dough with your hands until smooth and elastic (around 10 minutes). Place it in a large bowl and cover with a cloth. Leave it in a warm place for at least an hour.

Make the filling. Put a pan on a medium heat, add a few tablespoons of water and then add the spinach. Stir until the spinach has wilted (it should take around 5-7 minutes). Heat the oil in a large pan, add the onion, garlic and chili and fry for few minutes on a low heat until the onion has softened. Add the spinach (together with the water from stewing), artichokes, capers and olives and cook for 15 minutes - the vegetables should be a bit moist. Remove from the heat and leave to cool. Add the grated pecorino cheese and season with pepper. Beat in one egg and mix well.

Prepare the calzone. Divide the risen dough in 4 balls. Roll them out into ovals about 3 mm thick and divide the filling between them, placing it on one side of each piece of dough. Beat the remaining egg and use it to brush the edges of the dough, then fold in a half to make turnovers, pressing the edges together with a fork to seal.
Heat the oil in a deep pan. Deep fry the calzone for about 2 minutes on each side or until golden brown. Remove from the pan and drain on paper towels. You can cut the calzone in smaller pieces if you like. Serve hot or cold.