Cook the pork chops: Whisk together the flour, cornmeal, salt, and black pepper in a broad, shallow bowl until thoroughly combined. Transfer to a large plate, spreading the mixture in a flat, even layer. Wipe the bowl clean with a paper towel, and pour the milk into it. Add the egg yolk and whisk until thoroughly combined.
Preheat the oven to 250°F, and place a heatproof platter lined with a double thickness of paper towels inside.
Pour the oil into a 10-inch skillet to a depth of about 1/2 inch, and put over high heat. When the oil reaches 375°F on a frying thermometer, turn the heat down to medium high. Submerge 2 of the pork chops in the bowl of egg wash until they’re completely coated, letting any excess drip back into the bowl. Press each chop firmly into the flour mixture on the plate, then flip it to coat the other side. Roll each chop around in the dredge so that the sides get an even coating of flour, too, then slide it gently into the hot oil. When both chops of the batch are in the oil, cover the pan, and fry until the bottom side of the chops is alluringly browned, about 2 minutes. Then flip them and continue to cook for about 2 minutes, uncovered, until the second side is browned. Using sturdy tongs, carefully transfer the chops to the plate in the oven. Repeat with the remaining 2 chops.
Make the gravy: Once all the chops are in the oven, pour off all but 1 tablespoon of the oil, and add the onion to the pan. Cook, stirring, until fragrant and translucent, but not browned, about 4 minutes. Scatter the flour in the pan and cook, stirring for about 3 minutes, until the flour is distributed evenly throughout the onion and is toasty. Add the broth and milk, and whisk until smooth. Bring to a simmer and cook, stirring, until the gravy is thickened, about 2 minutes. Season to taste with salt and black pepper.
Remove the chops from the oven and arrange them on a long platter. Smother them with the gravy and bring to the table.