Preheat your oven to 425 degrees F. Line a large baking sheet with parchment paper and set aside.
Transfer the dough to a lightly floured surface and knead for a few seconds. Roll into a log and slice into 12 equal sections.
Roll into balls and keep them covered so they don't dry out.
Roll and extend each ball on lightlyon a lightly floured surface to about 4 inches in diameter.
Add a slice of cheese to the center. Fill with about ¼ cup of the cooled tuna filling.
Fold over until two sides meet and gently press with fingers. You can crimp with a fork or you can pinch and fold over to create a braided look.
Transfer filled empanadas to linedto a lined baking sheet.
Whisk the egg with a splash of cold water.
Using a pastry brush, brush the tops of the unbaked empanadas.
Transfer the baking sheet to middle to the middle rack in the preheated oven.
Bake for 22-25 minutes, or until golden brown all around.