How to Make It
In a large skillet, heat the 1/3 cup of olive oil until shimmering. Add the onion and cook over moderate heat, stirring occasionally, until just starting to soften, about 5 minutes. Add the green bell peppers, garlic and a generous pinch of salt. Cover and cook over moderately low heat, stirring occasionally, until very soft, about 25 minutes; add a bit of water if the pan is too dry.
Meanwhile, in a small heatproof bowl, mix the saffron with the boiling water until dissolved. Let stand until cooled, about 10 minutes. Grate the tomato halves on the large holes of a box grater set in a bowl until only the skins remain; discard the skins.
Add the roasted red peppers, grated tomatoes, brewed saffron and the paprika to the skillet and cook over moderate heat, stirring occasionally, until the mixture is very thick, about 10 minutes. Scrape the mixture into a colander and let drain for 10 minutes.
In a large bowl, combine the pepper mixture with the tuna, olives, parsley and lemon juice and season with salt and pepper. Let the filling cool completely, about 45 minutes.
Preheat the oven to 425°. Grease a large rimmed baking sheet. Unroll 1 of the pizza crusts on the prepared baking sheet. Spoon the cooled filling evenly on the dough, leaving a 1-inch border. Unroll the remaining pizza crust and lay it on top of the filling; crimp the edges to seal. Brush the empanada with the egg wash and, using a paring knife, cut a few slits in the top. Bake for 13 to 15 minutes, until puffed and browned. Slide onto a rack to cool completely, about 1 hour. Cut into squares and serve.