In a mixing bowl, combine the mayonnaise, sour cream, Creole mustard, honey, and cayenne pepper. Whisk until smooth and set aside in the refrigerator to chill while you prepare the steak fingers.
If your cube steak is thick, use a meat mallet or rolling pin to pound it to about 1/2 inch thickness. This will ensure even cooking and tenderness. Season both sides with salt and pepper.
In one shallow bowl, place 1/2 cup of flour. In another shallow bowl, whisk together the eggs, milk, and Worcestershire sauce. In a third shallow bowl, combine 1/2 cup flour, crushed Saltine crackers, Cajun seasoning, and black pepper.
Cut the cube steak into strips resembling fingers. Dip each strip first into the flour, then into the egg mixture, and finally into the cracker-flour mixture, ensuring they are well-coated.
In a large frying pan, pour enough vegetable oil to cover the bottom of the pan by about 1/4 inch. Heat the oil over medium-high heat until it reaches 350°F (175°C).
Carefully add the coated steak fingers to the hot oil, frying them in batches to avoid overcrowding. Cook for about 3-4 minutes on each side or until golden brown and crispy. Use a meat thermometer to ensure the internal temperature reaches 145°F (63°C).
Once cooked, transfer the Chicken Fried Steak Fingers to a baking sheet lined with paper towels to drain excess oil. Serve immediately with the chilled dipping sauce.