Start by making the breading station. Add flour and all seasonings to a shallow bowl and mix to thoroughly distribute. To make the egg mixture, combine. buttermilk, hot sauce, and egg.
Take a piece of steak and dip it into the seasoned flour mixture then the buttermilk mixture then back into the seasoned flour. Repeat those steps with the remaining steaks.
In a large skillet heat oil over medium-high heat. Carefully place breaded steaks in hot oil and fry for about 4 minutes each side until crispy crust is formed. Cook in batches to avoid overcrowding the frying pan.
Drain excess oil from cooked steaks on layers of paper towels. You could also use a wire rack over a baking sheet to catch oil.
In a separate pan, heat 2 tablespoons of frying oil and 2 tablespoons of seasoned flour over medium heat to make a roux. Using the pan drippings and seasoned flour helps flavor the gravy. Cook for a minute to cook out the flour. Add a cup of whole milk and mix to combine. The gravy will start to thicken. Season with salt and pepper.