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Step 1
On plate, combine flour, cayenne pepper, and 1/2 teaspoon each salt and black pepper. Reserve 2 tablespoons mixture.
Step 2
In shallow dish, beat egg white and 2 tablespoons milk until frothy.
Step 3
Dip 1 steak in flour mixture; shake off excess, then dip in egg mixture and let excess drip off. Dip in flour mixture again until coated; transfer to waxed paper-lined plate. Repeat with remaining steaks.
Step 4
In 12-inch skillet, heat 1/4 cup oil on medium-high until shimmering. Shake excess flour off 1 steak; carefully add to hot oil. Cook 2 to 4 minutes or until golden brown on both sides, turning over once. Transfer to paper towels. Reheat oil; add another steak. Repeat until all steaks are cooked. Pour off fat from skillet; discard. Wipe out skillet.
Step 5
In skillet, heat remaining tablespoon oil on medium-low. Whisk in reserved flour mixture. Cook 1 minute or until fragrant, whisking. Gradually whisk in remaining 1 cup milk. Heat to boiling on medium, then cook 2 minutes or until thickened, whisking. Whisk in 1/8 teaspoon salt and 1/2 teaspoon black pepper. Serve with steaks.