In a large skillet, heat the oil over medium heat. Once hot, but not smoking, stir in the onion and cook until it is soft and translucent, about 5 minutes. Add the garlic, stir, and cook until fragrant, about 1 minute. Stir in the chopped tomatoes and cook, stirring often, until completely cooked, softened and mashed-up and pasty looking, about 15 minutes.
Toss in the tuna, and with a spatula or wooden spoon, mix it well with the tomato mixture, making sure there are no big chunks. Add the bay leaves, brown sugar, oregano, thyme, salt and mix well. Add the raisins, olives, pickled jalapenos, capers, fresh parsley and mix well. Cover the skillet and reduce the heat to medium low. Cook for about 10 minutes, the mixture should be very moist but not watery. Taste for salt and add more if needed. Remove the bay leaves and set aside.
Preheat oven to 425°F.
Lightly flour a rolling pin and roll out 1 thawed sheet of pastry about 1/8-inch thick to line the bottom and sides of a round baking dish (you may wish to add a pastry sheet in the bottom and top of the casserole, or only on the top!). Add the tuna filling to the puff pastry lined baking dish, using a rubber spatula to evenly spread the filling. Roll out another thawed sheet of pastry and use to cover the tuna filling – pinching the edges of the 2 sheets of pastry together to seal.
Optional: In a small mixing bowl, beat the egg along with the water. Brush the top of the casserole with the egg wash.
Cut 4 to 5 vents on the top. Place the casserole in the oven and bake for about 20 minutes, until crisp, puffed up and golden brown.