Sift flour and salt into bowl. Cut in shortening and cheese until particles are the size of small peas. Sprinkle milk over mixture while stirring with fork until dough holds together. Wrap in waxed paper and refrigerate while making filling. Melt butter in saucepan; sauté onion. Blend in flour and add milk, salt, marjoram, thyme and pepper. Bring to a boil, stirring constantly. Remove from heat. Stir in tuna, egg and parsley. Roll out pastry on floured surface to 12 x 7-inch rectangle. Spread filling lengthwise down the center, moisten edges and pinch together over filling. Seal ends. Place on ungreased baking sheet. Brush with milk; prick to allow steam to escape. Bake at 400° for 35 to 40 minutes. This is good served either hot or cold.