Preheat oven to 200°C. Heat oil in a large non-stick frying pan over medium heat. Add onion; sauté until a little softened, about 3 minutes. Stir in the cabbage, carrot, mustard, salt and pepper. Cover; reduce heat to low. Cook until the cabbage is wilted, 10 to 15 minutes, adding water if necessary to prevent mixture sticking to the pan. Uncover; cook 1 minute, stirring. Let cool slightly. Stir in cheese and corned beef.
On a lightly floured board, shape dough into a log 30 cm long; add flour as needed to prevent sticking. Divide dough into 12 equal pieces. Roll or pat out each piece to form a circle 15 cm in diameter. Spoon ¼ cup filling over lower half of each round. Fold dough over to enclose filling. Press edges firmly to seal and crimp with a fork. Transfer to ungreased baking tray.
Bake until calzones are heated through and golden brown, about 20 minutes. Cool on wire rack for 15 minutes. (To make calzones ahead, wrap unbaked pies in plastic wrap and store in the refrigerator for up to 3 days before baking.)