To make dough, mix quarter cup lukewarm water, yeast and rye flour in bowl. Let rise 20 to 30 minutes. Add half cup lukewarm water, milk, olive oil, salt and all-purpose flour. Mix dough with wooden spoon, then turn out onto floured board and knead until soft and slightly sticky. Use quick, light motions with hands to prevent dough from sticking. Add more flour to board as needed but no more than is absolutely necessary. Knead 10 to 15 minutes until dough is soft and elastic. Place dough in bowl that has been brushed with olive oil. Oil surface of dough to prevent crust from forming. Cover bowl with clean towel and place in warm place, about 90 to 110 degrees, to rise. Let dough rise 40 minutes.
Meanwhile, to make filling, combine goat cheeses, mozzarella, prosciutto, chives, parsley, thyme, marjoram and garlic in large bowl. Add pepper to taste and mix well.
Roll out pizza dough to circle about 36 cm in diameter or divide dough into 2 or 3 pieces to make small calzone. For 1 large calzone, place entire filling on half of dough circle, leaving 3 cm margin around edges. Moisten edges with water and fold over other dough half to make edges meet. Fold up edges to form running curl, pinching to seal tightly. Place on floured paddle and slide onto oven floor. For smaller calzone, use same method, adjusting amount of filling as needed. Bake at 450 to 260ºC 15 to 25 minutes, or until bottom of calzone is crisp. For small calzone, reduce cooking time by half.
Makes 1 large or 2 to 3 small calzone.