Customers searching for THE best coal-fired brick oven, New York-Style thin Crust pizzas in the world need to look no further. Grimaldi’s offers over 100 years of pizza making traditions. Both pizza and calzones are baked to perfection in a signature coal-burning oven. Why coal-fired ovens? It gives the pizza and calzones a unique flavor and a crisp curst that isn’t possible from gas, convection or wood burning ovens.