For filling, in a medium bowl combine chicken, Monterey Jack cheese, celery, ripe olives, basil, oregano, garlic powder, and pepper. Stir in cream cheese. Set aside.
For calzones, unroll pizza dough. On lightly floured surface roll dough into a 15x10-inch rectangle. Cut into six 5-inch squares. Divide chicken-olive filling among the squares. Brush edges with water. Lift one corner and stretch dough over to the opposite corner. Seal edges of dough well with tines of a fork. Arrange calzones on a greased baking sheet. Prick tops with a fork. In a small bowl combine egg and 1 tablespoon water; brush over the calzones. Sprinkle with Parmesan cheese, if desired.
Bake in a 425 degree F oven for 10 to 12 minutes or until golden brown. Let stand for 5 minutes before serving. Serve with heated spaghetti sauce, if desired.