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1
Heat the olive oil in a large skillet.
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2
Add the onion and bay leaf and cook over moderate heat, stirring occasionally until the onion is softened, about 12 minutes.
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3
Add the tomatoes and pimenton and cook, stirring occasionally, for 10 minutes.
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4
Remove from the heat and let cool.
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5
Discard the bay leaf.
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6
In a bowl, lightly break up the tuna.
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7
Add the olives, chopped egg and parsley and stir in the tomato-onion mixture.
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8
Season with salt and refrigerate until cool, about 30 minutes.
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9
Unfold the puff pastry sheets on a lightly floured work surface.
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10
Using a 4 1/2-inch biscuit cutter, cut the pastry into 12 rounds.
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11
Using a rolling pin, lightly roll out each round to a 5-inch diameter.
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12
Spoon 2 tablespoons of the tuna filling onto 1 side of each pastry round.
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13
Fold the pastry over the filling and press the edges to seal decoratively with the tines of a fork.
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14
Line 2 baking sheets with parchment paper and set 6 empanadas on each sheet.
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15
Cover with plastic wrap and refrigerate for at least 30 minutes, or until chilled.
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16
Preheat the oven to 400 and place 2 racks in the center.
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17
In a small bowl, whisk the egg with the milk.
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18
Lightly brush the empanadas with the egg wash. Bake for 30 minutes, or until the empanadas are deep golden brown.
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19
Let cool for 5 minutes before serving.