Pound the steaks if needed. In a large bowl combine the flout, baking powder, baking soda, paprika, cumin, cayenne, salt, and black pepper.
In a smaller bowl mix together the buttermilk, egg, and hot sauce.
Dredge the steak in the flour mixture, then the buttermilk mixture, then the flour mixture again. Set on a baking sheet and let sit 10 minutes.
Heat about 1/2-inch of vegetable oil in a large skillet and fry the steaks until golden brown on both sides, about 10 minutes total. Remove from pan and let drain on a wire rack.
Drain the oil from the pan, reserving about 1/4 cup of oil. Return to the pan and whisk in flour, cooking for 2 minutes. Stir in the milk slowly and bring to a simmer, cooking until thick, about 8-10 minutes. Season to taste and spoon over steaks to serve.