Pat the steaks dry and season both sides with 3/4 tsp salt and 1/2 tsp pepper.
Whisk 3/4 cup flour with the paprika in a shallow dish and whisk the egg with the milk in another.
Coat each steak in flour, egg and flour again, pressing the last layer into the meat.
Heat the oil in a large skillet to 350°F and fry the steaks in two batches until crisp and browned, about 3 minutes per side; transfer them to a rack.
Pour off all but 2 tbsp oil, add the onion and cook over medium heat until golden at the edges, 7 to 9 minutes.
Stir in the remaining 1/4 cup flour and cook for 1 minute, then gradually whisk in the broth and Worcestershire.
Season with the remaining 1/2 tsp salt and 1/4 tsp pepper and simmer until the gravy coats a spoon, about 5 minutes.
Return the steaks to the gravy for 2 minutes, leaving their top surfaces exposed, and serve when the beef reaches at least 145°F.
