Steak In A Bag Combine cheese and bread crumbs; pat on steak. Place steak in brown paper bag (large enough to fit steak comfortably). Seal loosely with paper clips. Bake in preheated 375ÂºF oven for 30 minutes. Increase oven temperature to 425ÂºF and bake steak for 15 minutes longer. Unseal bag to serve.