Preheat the oven to 350°F (175°C).

In a large mixing bowl, combine ground beef, chopped onion, minced garlic, breadcrumbs, egg, milk, salt, black pepper, and Worcestershire sauce. Mix until just combined. Form the mixture into 4-5 oval patties.

In a large skillet, heat vegetable oil over medium-high heat. Sear the hamburger steaks for 2-3 minutes on each side until browned. Transfer them to a 9×13 inch baking dish.

In the same skillet, melt butter over medium heat. Stir in flour and cook for 1-2 minutes to create a roux. Gradually whisk in beef broth until smooth. Add Worcestershire sauce, dried thyme, salt, and black pepper. Bring the gravy to a simmer and cook for 3-4 minutes, or until thickened.

Pour the gravy over the hamburger steaks in the baking dish. Cover with foil and bake in the preheated oven for 30-35 minutes or until the hamburger steaks are cooked through and tender.

Serve hot, with mashed potatoes, buttered noodles, or a side of vegetables for a complete meal.