Cook and stir onion and pepper in shortening in saucepan until tender. Stir in 1/4 cup baking mix. Add soup; gradually stir in milk. Heat to boiling over medium heat, stirring constantly. Boil and stir 1 minute. Stir in tuna, peas and lemon juice.
Pour mixture into ungreased baking dish, 11-1/2x 7-1/2x 1 1/2". Keep hot in oven while preparing biscuits.
Stir 2 cups baking mix and the water to a soft dough. Gently smooth dough into a ball on floured cloth-covered board. Knead 5 times.
Roll dough into a rectangle, 15x9 inches; sprinkle with cheese. Roll up, beginning at wide side. Seal well by pinching edges into dough. Cut into twelve 1 1/4-inch slices. Place slices cut side down on hot tuna mixture.