Divide the dough into four equal portions. On a floured work surface, form four 8 inch disks. Place the gorgonzola in a bowl and press it with a fork. Add the goat cheese and squish it too, mixing it with the gorgonzola. Add a pinch of salt and a grinding of pepper. Divide the cheese among the four disks, forming a mound in the center. Scoop away the center forming a well, large enough to hold an egg yolk. Place the yolks in the cavity, then fold the dough in half and seal along the edges. Brush the calzoni with a little oil. Grease a baking sheet with oil and place the calzoni on top. Bake in a 500 °F oven for 15 to 20 minutes.