Beat egg and milk in a shallow dish.

Mix flour with salt and pepper in a shallow dish.

Dredge cube steaks through egg mixture and then flour mixture.

Heat about an 1/8 inch of canola oil in a non-stick or ceramic-type skillet over medium heat. Cook steaks until golden brown on both sides, turning several times, about 10-12 minutes. Take care not to over-crowd the pan. Place on an oven-safe plate lined with paper towels and keep warm in the oven.

After all of your steaks are cooked make sure you have about 4 tablespoons of canola oil left in your skillet (see note below). Whisk in flour and let cook until bubbly, scraping up brown bits, about 1-2 minutes. Whisk in the milk and cook until it thickens, stirring constantly, about 5 minutes. Your oil will be very hot, so I usually take it off of the stove to add the flour and then I put it back on to whisk in the milk. Serve immediately.