Lemon tuna steak - easiest recipe ever! Rub steaks with olive oil, salt, pepper and lemon zest. Slice lemon and lay on a large piece of parchment paper. Place steaks on top and cover with more lemon slices. Roll parchment paper so it's shut all around, bake at 350 for 15-20 minutes, depending on how you like your tuna steaks. And...voila!!