Preheat oven to 350° and grease cookie sheets, or use Silpat. In large bowl, mash the tuna into smaller pieces. Add flour and milk. Mix well. Add oil, and mix well again. Beat egg in separate dish until foamy. Add to flour mixture, and combine thoroughly.
Shape dough into small bite size balls, about the size of a marble. Place balls on greased cookie sheets and lightly flatten. Bake for 8 minutes. Remove treats from oven wait five minutes; turn treats over and bake 8 more minutes or until golden brown. Place treats on rack to cool. Store in airtight container at room temperature, or freeze. Makes ~30 treats. This recipe can easily be doubled.