In a shallow bowl, whisk egg. In another shallow bowl, combine the bread crumbs, basil, oregano, salt and pepper. Cut steak in half; dip each piece in egg, then coat with bread crumb mixture.
In a large skillet, cook steaks in oil over medium-high heat for 2-4 minutes on each side or until meat reaches desired doneness (for medium-rare, a thermometer should read 135°; medium, 140°; medium-well, 145°).
Meanwhile, heat sauce in a small saucepan. Spoon over steaks; sprinkle with cheese.