In a large mixing bowl, combine the ground beef, egg, breadcrumbs, milk, salt, pepper, and garlic powder. Mix gently until just combined; do not overmix. Divide the mixture into 6 equal portions and form each into an oval-shaped steak, about 3/4 inch thick.

Heat 2 tbsp olive oil in a large skillet over medium-high heat. Sear the hamburger steaks for 2-3 minutes per side until nicely browned. They don't need to be cooked through. Remove steaks from the skillet and set aside on a plate.

In the same skillet (add a little more olive oil if needed), reduce heat to medium. Add the sliced yellow onion and cook, stirring occasionally, until softened and translucent, about 5-7 minutes. Add the sliced mushrooms and cook until they release their liquid and begin to brown, another 5-7 minutes.

Sprinkle the flour over the onions and mushrooms. Cook, stirring constantly, for 1-2 minutes to toast the flour, creating a roux.

Gradually whisk in the beef broth, ensuring no lumps. Stir in the Worcestershire sauce, dried thyme, and 1/2 tsp black pepper. Bring the gravy to a simmer, stirring frequently, until it thickens to your desired consistency, about 5-7 minutes. Taste and add salt as needed.

Preheat oven to 350°F (175°C). Lightly grease a 9x13 inch baking dish.

Arrange the seared hamburger steaks in a single layer in the prepared baking dish.

Pour the thickened onion and mushroom gravy evenly over the hamburger steaks, ensuring they are well-covered.

Cover the baking dish tightly with aluminum foil. Bake for 45 minutes.

Remove the foil and bake for an additional 15 minutes, or until the gravy is bubbling and the hamburger steaks are cooked through and tender.

Let the bake rest for 5-10 minutes before serving. Serve hot, perhaps with mashed potatoes or egg noodles.