Pound steaks to 1/4-inch thickness; cut into serving-size pieces. In a shallow bowl, beat egg and milk. In another bowl, combine bread crumbs and Parmesan cheese. Dip venison in egg mixture, then coat with crumb mixture.
In a large skillet, brown meat in oil on both sides. Place in a greased 13-by-9-inch baking dish. In the drippings, saute onion for 2–3 minutes or until tender. Stir in the water, tomato paste, pepper, salt, sugar and marjoram. Bring to a boil. Reduce heat; simmer, uncovered, for 5 minutes. Pour over venison.
Cover and bake at 350 degrees for 50 minutes or until meat is tender. Uncover; sprinkle with cheese. Bake 10-15 minutes longer or until cheese is melted.