Cut the dough into 3 cm strips. Coat with the egg.
Grease aluminum molds with oil. Fold the dough strips in half lengthwise, twist with a grip on the prepared cones.
Dilute the red and orange colors in a small amount of warm water. Brush twice to paint the prepared cones. Place the cones on a baking sheet. Bake at 200 degrees for 10 minutes.
In a food processor or blender, chop the tuna, cheese, capers, salt, pepper and parsley. Beat the cream to an airy state. Ready carrots to release from the molds, cool slightly, fill with cream, decorate with parsley.