In the bowl of a stand mixer fitted with the dough hook, combine the flour, yeast, water, and olive oil. Mix on low speed for about 3 minutes, until the dough just comes together. Add the salt and continue kneading on medium speed for 7 minutes more, until the dough is smooth and elastic.

Lightly oil the dough, cover the bowl, and let rise at room temperature until doubled in volume, about 1 hour.

Divide the dough into 3 equal portions. Lightly flour each dough ball and let them rest on the counter for 20 minutes.

Roll each portion into an oval using a rolling pin. Spoon the Nutella and mascarpone into the center, leaving a clean border around the edges. Fold the dough over the filling to create a half-moon shape. Pinch the edges to seal, then roll the seam slightly to secure it.

Preheat the oven to 480°F (250°C), preferably convection. Arrange the calzones on a parchment-lined baking sheet. Bake for about 13 minutes, until golden brown.

Dust with powdered sugar and serve warm. A scoop of vanilla ice cream on the side turns this into a full dessert moment.