Add the dry yeast and a teaspoon of the sugar to the lukewarm milk, stir and set it aside to bubble for 10 minutes.
Combine flour, salt and the remaining sugar into the mixing bowl of the stand mixer. Pour in the yeast mixture and turn on the mixer with the dough hook attachment. Knead the dough until combined for about 5 minutes.
Add in the butter and continue to knead for 7-8 minutes till it forms into a smooth ball.
Sprinkle some flour onto work surface and knead the dough by hand for 30 seconds. Place the dough in a greased bowl, cover and let it rise in a warm place for an hour or until it has doubled in size.
In the mean time, drain the water from the tinned tuna, add it into a bowl, add in the rest of the ingredients for the filling and mix until well combined. Set it aside.
Punch the air out from the dough, transfer it onto a floured work surface and divide into 8 equal pieces. Roll into balls and place it on a baking sheet, cover and set it aside for 15 minutes.
Roll out each dough ball into 12 cm disks. Place 2 tsp of tuna mayo filling on the upper half of the flattened dough. Cut strips through the lower half of it. Start folding in the dough from the upper half, all the way down. Bend it gently from the sides to form an arch shape. Place them onto a baking sheet lined with parchment paper. Cover and leave them double in size for 40-60 minutes.
Preheat the oven to 190 C. Brush each of the rolls with egg wash and bake for 14-15 minutes, or until golden brown. Let it cool down for 5 minutes before serving.