Preheat Oven or Air-Fryer: Preheat your oven to 170°C (338°F) for a fan oven or 180°C (325°F) for a conventional oven. If using an air-fryer, preheat it to 170°C (338°F). Prepare an oven dish or the air-fryer basket with nonstick spray.
Cream Cheese Mixture: In a mixing bowl, combine the softened cream cheese, chopped parsley, and the zest and juice of one lemon. Mix until well combined. Set aside.
Tuna Mixture: In another bowl, mix the tuna, mayonnaise, seafood rub, and grated cheddar cheese. Season with salt and pepper to taste.
Prepare Dough: Roll the dough out onto a floured surface to about 1.5 cm thickness. Spread the cream cheese mixture evenly over the rolled-out dough using a pallet knife or the back of a dessert spoon. Then, spread the tuna mixture evenly over the cream cheese.
Form Rolls: Roll the dough lengthwise into a long log shape and ensure the roll is of even thickness. Using a sharp knife, cut the log into 2 cm pieces.
Rise: Place the rolls into the prepared baking tray or air-fryer basket, cover, and allow them to rise for about 20 minutes.
Bake or Air-Fry: Top the rolls with additional grated cheddar cheese and sprinkle with smoked paprika. For oven: Place them in the oven and bake for 30 minutes, or until golden in color. For air-fryer: Place them in the air-fryer basket and cook for 15-20 minutes, or until golden in color. For a more golden finish, bake or air-fry a bit longer based on your preference.