thick, crunchy, fluffy corn flakes breading In student canteen one of dishes I'd frequently order were soy steaks in corn flakes. I remember them well to this day, because the soy comprised maybe half the volume - the small pieces of soy were crumbed in a thick layer of corn flakes, holding firmly, and forming some kind of fluffy, crunchy crust.

I tried to repeat this a few times, following various recipes about different foodstuffs crumbed in corn flakes. I never got this effect.

Firstly, most of recipes call for corn flakes smashed/ground into small pieces. These had predominantly regular sized corn flakes. Then, full-sized corn flakes simply don't hold - I cover the piece of soy in egg, then crumb it in corn flakes, and most of the corn flakes fall off, either at once, or upon placing in hot oil. For the life of me, I can't get more of it stuck. 

I believe I'm missing some ingredients, and the technique might be different than what I'm trying, but I don't know what should it be. So, how do I achieve a thick layer of corn flakes breading?

This is pretty much the look I'm striving for.
The comments have already touched on a number of potential solutions.  The core problem seems to be that you need a thicker, more viscous batter than can hold onto the cornflakes better than raw egg.  Egg is slippery stuff, and will tend to form only a very thin layer on whatever's being dipped into it, but you want something much denser here.

In the recipe you included, honey makes the egg more viscous while seasoning at the same time.  You could do the same thing by adding a small amount of flour or (appropriately) cornstarch to the egg before dipping the soy.  You could even try going completely eggless and make a beer batter or tempura-style batter; depending on your recipe, you may need to back off on the liquid so that it remains relatively thick.  Dip your soy into the batter, then into the cornflakes, and then fry or bake as you see fit.  

You can probably play it quite loose with the cooking time.  Since soy isn't an animal product that needs to be cooked to a certain temperature for safety purposes, just cook until you're happy with the final product.