We introduce the class of \emph{Special--Dirichlet processes}, consisting of càdlàg adapted processes admitting a decomposition \[ X=M+Γ, \] where \(M\) is a local martingale and \(Γ\) is an adapted càdlàg process with vanishing continuous quadratic variation whose jumps are predictable and \(\mathcal F_{s-}\)-measurable. This class arises naturally from transformations of special semimartingales. Classical results imply that sufficiently regular functions of special semimartingales belong to the broad class of Dirichlet processes. We show that such transformed processes possess substantially more structure: they admit a canonical decomposition in which the predictable jump component is explicitly separated from the martingale component. This yields a refinement of the traditional classification, which previously identified these processes only as Dirichlet processes. We establish uniqueness of the decomposition and prove that the class is stable under a large family of nonsmooth transformations, including primitives of locally bounded functions with at most countably many discontinuities. An explicit Itô-type decomposition is obtained in terms of the martingale jump measure and its compensator. Finally, we investigate stability properties of the canonical decomposition. Under convergence in quadratic variation and Skorokhod \(J_1\)-convergence, we prove stability of both the martingale and singular components after transformation. The proof relies on a threshold isolation principle for jump structures, allowing large jumps to be separated from small-jump contributions and yielding convergence of the transformed decompositions.