In a large bowl, combine flour, lard, baking soda, salt, honey, and white wine in a large bowl.
Knead the ingredients together, gradually adding warm water, until the dough becomes smooth and elastic.
Cover the bowl with plastic wrap and let it rest for 20 minutes at room temperature.
Divide the dough into six balls. On a floured surface, roll each ball into a thin disc, about 2 mm thick.
Scoop 3–4 tablespoons of Nutella onto one half, leaving a 2-3 cm border.
Fold the dough over, and gently lay your open hand on top of the dough and apply light pressure. Be careful not to press too hard, as you don’t want to squash the Nutella filling or push it too close to the edges of the dough.
Fold the edges inward so that the filling is completely enclosed inside. Take a fork and firmly press down along each edge. Repeat for each calzone.
Heat a non-stick skillet over medium heat. Cook each calzone until golden brown on all sides.
Remove from the skilled and allow to cool for 10 minutes. Serve warm.