In a medium saucepan, heat the oil over medium heat. Add the onion and cook until it is soft and translucent, about 5 minutes. Stir in the garlic and cook until fragrant, about 1 minute.
Add the chopped tomatoes and bay leaf and continue cooking, stirring occasionally, until everything is kind of mushy, about 10 minutes. It should be on the dry side, so keep cooking and stirring if the sauce is soup-y.
Toss in the tuna and break it up to make sure there are no big chunks. Add the brown sugar, oregano, thyme and salt and mix well.
Stir in the raisins, olives, chili peppers, capers and parsley. Cover the saucepan and reduce the heat to medium low. Cook for about 10 minutes, The mixture should be moist but not watery. Taste for salt and add more if needed. Remove and discard the bay leaf.
Preheat your oven to 425°F.
Line the bottom and sides of a round baking dish with one sheet of pastry. Add the tuna filling, spreading evenly.
Cover the tuna filling with the second sheet of pastry. Pinch the edges together to seal them.
In a small bowl, beat the egg and water together. Using a pastry brush, paint the top and edges of the pie evenly and lightly with the egg. Cut 4 to 5 one-inch vents in the cop crust.
Place the pie in the bottom third of your preheated oven and bake until the pastry is crisp, puffed up and golden brown, about 20 minutes. Rotate the casserole at the 10-minute mark to ensure that the puff pastry cooks and browns evenly.
10. Remove the pie from the oven and let it cool for 10 minutes. Slice and serve!