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.
You're going to have some loss to be honest, it's the nature of the recipe. Egg white may help attach it but the flavor and texture are just wrong. Some things you can do are:
Barbecue the meat, or use a grill pan: less contact with a cooking surface means less pepper gets rubbed off
Use the right size cracked pepper: really big pieces tend to fall off, smaller pieces stay attached, but you don't want them too small or they'll burn and become bitter
Sprinkle some salt along with the pepper: salt will draw out moisture from the steak which will help adhere the pepper to the meat
Give it time: you want the natural juices of the meat to come out, that doesn't happen in 30 seconds. Take the steaks out of the fridge half an hour before cooking and rub the pepper in, then let them sit awhile. This will let the juices come out, and it will give time for the pepper essence to get drawn out as well. Remember, just because a peppercorn falls off doesn't mean it hasn't imparted flavor!