I was just researching its etymology and turns out that it comes from calceus the Latin for shoe! How did Latin for shoe end up as the Italian (and subsequently, English) for a snack? They seem so unrelated!
Here's what Merriem Webster says about its etymology:
Origin of CALZONE
Italian, from calzone (singular of calzoni pants), augmentative of calza stocking, from Medieval Latin calcea, from Latin calceus shoe, from calc-, calx heel First Known Use: 1947