Make the Romesco Sauce: Saute the onion and garlic over medium high heat in a thin layer of olive oil until translucent. Add red wine and reduce by 1/2. Then add the remaining ingredients, except salt and pepper. Bring to a boil and taper back to a simmer. Cook down until it is about half the original volume. Add more stock or water if it is too thick. Add seasoning and Blend until semi smooth.
While the sauce is Cooking, Cook the onions in olive oil. Start at high heat to get some color, then drop down to medium. Allow the onions to caramelize slowly, stirring as needed to prevent burning. When they have a golden brown color, add the garlic and mushrooms. Cook until soft. Then, add the sherry and increase the temperature. Burn off the alcohol, and cook off the extra liquid. You want it as dry as possible to prevent soggy dough. Season and add the thyme. Set aside to cool.
While those 2 are cooking, make the dough. Or you can make all the ingredients ahead of time to assemble on the day of service. For the dough, Put the sugar, yeast, and water the bowl of a mixer. make sure the water is warm, not hot. Stir in the yeast and allow it to bloom about 10 minutes. Then, add the remaining ingredients and use a dough hook attachment to knead the dough. You may need to scrape the sides to aid the dough in forming. When it takes shape, remove the bowl from the mixer. Coat the dough with Olive oil and cover. Allow it to rest about 30 minutes.
Preheat oven to 550
While the dough is resting, fold vegan pizza cheese into the onion and mushroom mixture. Also, add a touch of truffle oil if you want to boost the flavor.
Roll out the dough, preferably by hand into a long Wide rectangle. You could also do smaller pieces of dough for multiple smaller calzones. Place the filling down the middle of the dough and paint the edges with olive oil. Roll the calzone up like a cigar. Fold the ends over to keep the filling inside. Poke a couple small holes in the top, to allow steam to escape.
Preheat a pizza stone or an inverted sheet pan in the oven. Sprinkle cornmeal on the pan or stone to prevent sticking. Place the calzone on the stone or pan and brush with olive oil, salt, and fresh cracked black pepper. Bake for 10 to 15 minutes, until perfectly browned,
Remove the calzone to a cutting board. Allow it to cool for at least 5 minutes. Then cut it into manageable pieces. Serve with heated romesco sauce on the side.