Correct option is A. Pilate replied to the Jews that what he had written, he had written.
When a sentence is converted from direct to indirect speech, the present perfect tense of the verb changes into the past perfect tense, if the reporting verb is in the past tense.
Option A is correct because the present perfect form of the verbs "have written" changes to the past perfect form "had written" in both the instances as the reporting verb "replied" is in the past tense.
Options B, C and D are incorrect as both the tenses are not in the past perfect form.