Cook broccoli and cauliflower in salted boiling water until tender but still crunchy. Set aside.
Heat oil over medium heat in a non-stick skillet and brown onion and celery for 2 to 3 minutes. Delicately toss vegetables, tuna, capers and lemon zest in a bowl and season to taste.
Preheat oven to 200°C (400°F). Heat a 1-cm (1/2-in.) thickness of oil over medium heat in a non-stick skillet. Lay two sheets of brick dough, one on the other, on work surface. Drop a quarter of the vegetable mixture on one half of the sheet, making a well in the middle; deposit egg in well. Fold over second half of sheets, forming a half-moon, and fry in hot oil. Press sheet edges with spatula to make them stick together.
Cook for approximately two minutes on each side then lay on a cookie sheet. Repeat with the other sheets, making four pockets. Bake in oven for five minutes. Serve immediately. If desired, add a side of cucumber and carrot julienne.