Preheat the oven to 350. Put the tuna steaks into an ovenproof dish and brush with the butter. Sprinkle over the sherry. Season well and bake for 20 - 25 minutes, or until just tender. Leave to cool.
Meanwhile boil the water, vinegar, fish stock, onion, spices and bay leaf together in a pan for 20 minutes. Leave to cool before adding the capers, dill pickle and olive oil.
Once the tuna steaks have cooled, pour over the marinade.
Cover the dish with clear film and leave to marinade the tuna for 24 hours in the refrigerator, basting occasionally. Serve with dill pickles and slices of pumpernickel or rye bread.
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