Divide the pizza dough into 4 equal pieces. On a lightly floured surface, roll each into a ¼-inch thick circle.
Spread the sauce on half of the dough, leaving the edges clean. Top with cheese, pepperoni, and ham. Fold over the clean side of the dough and press the edges to seal. Use a sharp knife and make 3 small slits on the top.
Preheat your air fryer to 400°F.
Spray the air fryer basket with oil. Place 2 calzones inside and spray them with oil as well. Air fry for 6-10 minutes until golden brown. Remove and repeat with the remaining calzones. Allow the calzones to cool for 5 minutes before serving.