Preheat oven to 350 degrees and grease cookie sheets with cooking spray.
In large bowl, mash the tuna into smaller pieces. Then add flour and milk. Mix well. After all is mixed pour in water and oil. Mix well again. Now, beat egg in separate dish until dish until egg gets a foamy texture. Add to mix. Mix well.
The dough mix will be sticky. Using your fingers shape dough into small bite size balls, about the size of a marble. Put balls on greased cookie sheets. Flatten with hand. Bake for 10 minutes. Remove treats from oven wait five minutes and turn treats over so other side will cook.
Bake 10 more minutes or until golden brown in color. Place treats on cookie rack to cool. Cool for 15 minutes.