Heat the oil in a large frying pan, add the onions, peppers, crushed garlic, and paprika. Cook until golden the onions and peppers are soft and start to brown, about 15-20 minutes.
Add the tuna fish, mix and cook for another 5 minutes. Stir as needed.
Add the oregano, sliced olives, capers, and lemon juice. Mix well, taste and add salt/pepper to taste. Cook for a few minutes, then remove from heat and let the tuna fish mix cool down before using to fill the empanadas.
To assemble and bake the empanadas:
Place a large spoonful of the tuna fish filling on the center of each empanada disc.
Fold the empanada discs and gently seal the edges with your fingers. Twist and fold the edges of the empanadas with your fingers. You can also use a fork to press down and seal the edges.
Chill the empanadas for at least an hour, this will help them seal better and prevent them for opening while baking.
Pre-heat the oven to 400F (200C).
Brush the empanadas with the egg wash before baking; this helps them achieve that nice golden finish when baked.
Bake the empanadas for 18-20 minutes or until golden on top.
Serve the empanadas alone or with a dipping sauce.