Rinse fennel, remove stalk, remove green. Cut fennel into small cubes. Cook in boiling water until al dente. Drain through a sieve, dry. Rinse dill, rub dry. Pluck dill tips from stems, chop coarsely. Drain the shrimps through a sieve. Mix everything with ricotta, milk and half of the oil.
Grease the baking tray with a tablespoon of oil. Preheat the oven to 225 degrees. Roll out dough thinly on floured surface. Using a glass or cookie cutter, cut out ten patties about seven inches in diameter.
Place a teaspoon of fennel and shrimp filling on half of each patty, leaving the edge free. Fold the other half of the dough over the filling. Press edge firmly with a fork.
Place calzone on baking sheet. Brush with remaining olive oil. Bake on second rack of for 15 min.