Heat oven to 375°F. Spray cookie sheet with cooking spray.
If using crescent rolls: Unroll dough; separate into 4 rectangles. Firmly press perforations to seal. Press each to form 6x5-inch rectangle. If using dough sheet: Unroll dough; cut into 4 rectangles. Press each to form a 6x5-inch rectangle.
Top each rectangle to within 1/2 inch of edge with slice of chicken, slice of cheese and 1 tablespoon of the mushrooms. Reserve remaining mushrooms for gravy. Fold dough in half, forming a square; pinch edges to seal. Dip each calzone in egg; coat with bread crumbs. Place on cookie sheet.
Bake 20 to 25 minutes or until deep golden brown.
Meanwhile, in 2-quart saucepan, mix gravy and reserved mushrooms; cook over medium heat, stirring occasionally, until hot. Serve gravy over calzones; sprinkle with onions and paprika.