For dough, stir together 1 cup flour, yeast and salt. In a sauce pan heat water and butter just til warm (115 to 120) and butter is almost melted; stir constantly. Add to flour mixture. Stir vigorously till well combined. Stir in as much of the remaining flour as you can. Turn dough out onto lightly floured surface. Knead in enough remaining flour to make a moderately stiff dough that is smooth and elastic (6 to 8 minutes total). Shape into a ball. Place in a greased bowl, turn once. Cover and let rise in a warm place till double (30 to 45 minutes). For filling, Stir together egg, ham, ricotta, mozzarella and Parmesan cheeses. Set aside. Punch dough down. Cover and let rest for 10 minutes. Divide dough into 8 portions and roll out each into a 7" circle. Spoon about 2 rounded tablespoons filling onto half of each circle of dough. Fold dough over filling, fold under edges, and pinch to seal. Fry calzones, a few at a time, in hot oil for 3 to 4 minutes or till golden brown. Drain on paper towels.