1. Cut the bell peppers in half and clean them.
2. Place them under the broiler in the oven until they blacken.
3. Slice the onion and sauté it in a little olive oil. Remove the skin from the bell peppers and cut them into pieces.
4. Mix the sliced bell peppers with the onion. Add the drained tuna and the saffron sachet.
5. Season with salt and pepper and mix well.
6. Remove from heat and let cool for a few minutes. Add an egg to the mixture once it has cooled down.
7. In a small round dish, place a sheet of parchment paper. Place the puff pastry in the dish. Pour the mixture into the dish and close the puff pastry on top of the mixture to form a pie.
8. Brush the surface with the egg yolk. Bake in the oven at 220°C (425°F) for 30 to 40 minutes.
9. 10 minutes before the end of cooking, remove the pie from the dish using the parchment paper to allow the bottom of the puff pastry to cook.