To make the dough, dissolve the yeast in the warm water. Mix together in a bowl the flour and salt. Add the egg, then stir in the warm milk, butter, and the yeast mixture. Turn onto a working surface and knead for a minute or two, just until the dough is smooth and no longer sticky, adding more flour as necessary. Place the dough in a bowl greased with oil, turning to coat with the oil. Cover with a towel and leave in a warm spot until doubled in bulk, about 1½ hours.

Meanwhile, prepare the filling. Heat the olive oil in a skillet and saute the onion and garlic slowly until the onion is wilted. Stir in the tuna, cook for a minute, then sprinkle with salt and paprika. Stir in the chicken broth and turn off the heat. [May be prepared ahead]

Punch down the dough and divide into 1-inch balls. Roll each into a 2-inch circle. Place 2 teaspoons of filling in the center of each circle, pull up the sides, and pinch to seal.

Heat the frying oil at least 1 inch deep in a skillet. Lower the heat to medium and fry the meat pies slowly, turning frequently, until they are puffed and golden. Or, better, use a deep fryer. Drain.