Bring a large pot of lightly salted water to a boil. Add penne and cook, stirring occasionally, until tender yet firm to the bite, about 11 minutes. Drain and toss pasta with 1 tablespoon olive oil.
Preheat the oven to 350 degrees F (175 degrees C). Grease an ovenproof baking dish.
While penne is cooking, melt butter in a large saucepan over medium heat. Add onion and cook, stirring often, until soft and translucent, about 5 minutes. Add tuna and cook for 2 minutes. Pour heavy cream over tuna and season with salt, pepper, and nutmeg. Add penne and toss well. Transfer to the prepared baking dish and cover with Parmesan cheese.
Bake in the preheated oven until the top is golden brown, 15 to 20 minutes.