In the bowl of a stand mixer (or a large bowl), combine flour, sugar, yeast, and salt. Mix briefly.
Add the egg, yogurt, olive oil, and warm water.
Knead on low speed (or by hand) for 8–10 minutes, until the dough is smooth and elastic. If too sticky, add a tablespoon of flour at a time.
Shape into a ball, place in a lightly greased bowl, cover with plastic wrap or a clean towel, and let rise in a warm place for 40–60 minutes, or until doubled in size.
In a large skillet over medium-high heat, heat olive oil. Add onion, bell pepper, and garlic. Sauté for 1–2 minutes until fragrant.
Add chopped tomatoes, paprika, oregano, black pepper, and salt. Cook for about 12–15 minutes, stirring occasionally, until the tomatoes break down and the mixture thickens.
Stir in tuna, olives, and corn. Cook for 1 more minute to combine flavors. Taste and adjust seasoning. Remove from heat and let cool slightly.
Preheat oven to 350°F (180°C).
Lightly grease an 11-inch (28 cm) round or rectangular baking pan.
Divide the dough into two parts, one slightly larger than the other.
Roll out the larger portion into a round sheet to fit the pan with some overhang. Carefully transfer to the pan and press into the corners.
Spread the filling evenly over the dough and top with mozzarella if using.
Roll out the second piece of dough to cover the top. Place it over the filling, pressing the edges to seal. Trim any excess and crimp the edges decoratively with a fork or fingers.
Whisk the egg with milk or water. Brush the top of the empanada with the egg wash. Sprinkle with sesame seeds if desired.
Use a fork or knife to make a few small steam vents in the top crust.
Bake for 35–45 minutes or until golden brown and fully cooked.
Let it cool slightly before slicing. Serve warm or at room temperature. Perfect for picnics, lunches, or as a party dish.