Stir Dijon mustard, lime juice, lime zest, and sugar together in a bowl. Gradually whisk in olive oil; whisk until dressing thickens slightly. Stir in the salt and pepper.

Place the tuna in a bowl. Lightly fold in tomatoes, red onion, cucumber, parsley, and capers.

Drizzle dressing over the tuna mixture. Stir gently, trying not to break the tuna into small pieces.

Place a spoonful of tuna onto a pretzel crisp, top with 2 olive slices, and sprinkle with some crumbled feta cheese.