In a large skillet, heat the oil over medium-high heat. Once hot, but not smoking, stir in the onion and cook until it is soft and translucent, about 3 minutes. Add the garlic, stir, and cook until fragrant, less than 1 minute. Stir in the chopped tomatoes and cook, stirring often, until completely cooked, softened and mashed up and pasty looking, about 8 to 10 minutes.
Add the bay leaves, sugar, oregano, thyme, salt and pepper, and mix well. Add the raisins, olives, pickled jalapenos, capers, fresh parsley and mix well. Toss in the tuna and with a spatula or fork, mix it well with the tomato mix, making sure there are no big chunks. Cover the skillet and reduce the heat to medium-low. Cook for about 10 minutes, the mixture should be very moist but not too watery. Taste for salt and add more if needed.
Line two baking sheets with parchment paper. Preheat the oven to 400°F. In a small mixing bowl beat the egg along with the water.
Lightly sprinkle flour on the countertop and rub some on the rolling pin. Roll out the puff pastry to thinner than 1/4-inch and use a 5-inch round mold to cut circles. Brush the edges with the egg wash. Spoon about 2 tablespoons of tuna in the center of each round, fold as you would a turnover or quesadilla to make a half moon, pushing the tuna inside of the empanada at the same time as you press the edges of the dough to seal it. Gently press the edge with the tip of a fork, this will act as decoration but also help seal the edges.
Brush more egg wash on top of the empanadas and place them on the prepared baking sheets. Place the empanadas in the oven. Bake anywhere from 20 to 22 minutes, until the tops of the empanadas have puffed and are a shiny golden brown. Serve with salsa verde.
