Preheat the oven to 200 degrees F.
For the steaks: Process the pretzels in a food processor until fine. Grab 3 shallow bowls. In one, whisk together the eggs and milk. In another, mix together the flour, salt, pepper, dried fenugreek leaves, paprika, ground coriander, and ground cumin. Pour the pretzel crumbs into the last bowl. Save 2 tablespoons of the flavored flour for the gravy.
Make yourself an assembly line: dip 1 steak on both sides in the flavored flour, making sure it's well coated, but dust off the excess. Then dip it quickly in the egg and lift, allowing the excess to drain back into the bowl. Finally, dunk both sides in the pretzel crumbs. Repeat with remaining steaks. Place the coated steaks on a sheet tray fitted with a cooling rack and let the steaks rest for 15 minutes to let the coating adhere to the meat.
For the gravy: Melt the butter in a saucepan over medium heat and add the onions and a pinch salt. Sweat until the onions are translucent and softened. Add the reserved 2 tablespoons of flavored flour and cook a few minutes until the flour no longer smells raw. Add the stock, mango chutney, and soy sauce. Stir, so that no lumps form, and bring to a boil. Cook until the sauce thickens to a gravy consistency, 5 to 10 minutes. Taste and re-season, if necessary.
In a large cast iron skillet, add enough oil to come up the sides by 1-inch. Heat it over medium heat until shimmering; you'll know the oil is hot enough when a pinch of flour sizzles upon contact with the oil. Line a sheet tray with paper towels and place a cooling rack on top.
Gently lay the steaks into the oil; you may have to do this in batches. Cook each side until golden, about 3 minutes. When both sides are cooked, lay the steaks on the paper towel-lined sheet tray and pop into the oven to keep warm while you do the next batch.
Serve the steaks with gravy spooned over the top.
*available at Indian stores or online.