Pour half of your olive oil on the bottom of the aluminum foil. Chop up your green pepper into bite-size pieces. Then grate your onion, garlic and carrots into shreds. Combine and place half of it on the bottom of the aluminum foil. Place your ahi tuna steaks on top of your oil and veggies. Cover the tuna steaks with the rest of the extra virgin olive oil and vegetables. Fold the aluminum foil up and over the ahi tuna steaks like a pouch and then close shut. How to Cook Tuna Steaks in the Oven.