Prepare the beef mixture: In a large mixing bowl, combine ground beef, bread crumbs, beaten egg, ketchup, Worcestershire sauce, mustard, soy sauce, pepper, and cayenne. Mix gently with your hands until just combined, being careful not to overmix.

Form the patties: Divide the meat mixture into 4 equal portions. Shape each portion into an oval patty about 1/2-inch thick, similar to the shape of a steak.

Chill the patties: Cover the shaped patties with plastic wrap and refrigerate for at least 2 hours or overnight.

Cook the patties: Heat 1 tablespoon of oil in a large skillet over medium-high heat. Once hot, add the patties and cook for 4-5 minutes per side until nicely browned and cooked through.

Start the gravy: In the same skillet, melt butter. Add mushrooms and cook until they release their moisture and begin to brown, about 5-7 minutes.

Add aromatics: Add diced onion to the mushrooms and cook until softened, about 3-4 minutes. Stir in minced garlic and cook for 30 seconds until fragrant.

Make the gravy base: Sprinkle flour over the mushroom mixture and stir continuously for 1-2 minutes to cook out the raw flour taste.

Finish the gravy: Gradually whisk in beef broth, Worcestershire sauce, and dried thyme. Bring to a simmer and cook, stirring occasionally, until the gravy thickens, about 5-7 minutes.

Combine and serve: Return the salisbury steak patties to the skillet, spooning some of the gravy over each. Simmer gently for 2-3 minutes to reheat the patties.