How to make a pepper crusted steak
Most recipes I am aware of simply press crushed pepper onto the steak. It is true that some will fall off, but these recipes apply pepper generously with that in mind. I have not come across the egg white method (not sure I want egg white on my steak), but I did see a recipe that adds crushed pepper to melted butter, then coating the steak with the mixture, then chilling before cooking.  Regardless of the approach, I think allowing the meat to chill with the pepper will help.