Melt the butter in a saucepan. Stir in the flour and add the milk. Cook until the sauce thickens. Add the onion, lemon juice, salt, pepper and paprika. Stir in the tuna.
Cover the mixture with plastic wrap and refrigerate at least 3 hours or overnight.
Moisten your hands and shape the tuna mixture into 8 cone shapes --about 1/4 cup of mixture for each one. Or, shape the mixture into patties if you prefer.
Coat each cone or patty with bread crumbs. Then, dip cones or patties into the egg-water mixture and dip into bread crumbs again until well coated.
Heat vegetable oil to 350 and fry the cones or patties for 2 minutes or until they turn golden brown on both sides.