Heat the olive oil in a large frying pan. Add the onion and cook till soft. Add the capsicums and cook for 5 minutes. Add the tomato and salt to taste. Stir, cover and cook for 10 minutes.
Stir in the tuna and hard boiled egg. Remove from heat and set aside.
Line a baking tray with baking parchment. Lay one sheet of pastry over the parchment. Lightly prick the pastry all over with a fork. Spoon the tuna mixture over the pastry in a rectangular shape, leaving about a 4 to 5cm edge of pastry. Pull the edges up over the filling.
Prick the second sheet of pastry, then use to top the filling. Trim edges and pinch to seal. If desired, use the trimming to decorate the top of the empanada. Brush the top with beaten egg.
Bake in the centre of the oven for 20 minutes, or until pastry is golden brown. Cool slightly before slicing.