Step 1Pour the oil into a medium bowl. Whisk in the lemon juice, vinegar, shallots, salt, pepper and sugar. Set aside. (Makes 1 1/4 cups.)
Step 1Heat the olive oil in a small saute pan over medium heat. Add the sliced onion and cook 4 to 5 minutes until softened.
Step 2Drain the tuna, reserving a few tablespoons of oil with which to moisten the salad. Flake the tuna and combine it with the parsley, capers, olives, cornichons, lemon juice, tomatoes, onions and reserved oil. Season with salt and pepper to taste.
Step 3Cut an inch off the end of each loaf of bread. Cut the bread into 4-inch pieces and slice in half. Remove some of the soft center so the sandwich isn't doughy. Grill the bread lightly.
Step 4In a large bowl, toss the arugula and fennel with the lemon vinaigrette.
Step 5For each sandwich, place some of the arugula salad on the bottom piece of grilled bread. Top with about 1 1/4 cups tuna mixture. Place more arugula on the tuna and finish with the top piece of bread. Slice in half diagonally and serve.