Preheat the oven to 400°F.
In a bowl, combine lump crab, red bell pepper, mayonnaise, lemon juice, lemon zest, celery salt, paprika, and granulated garlic powder. Mix until well blended.
Place ¾-inch elk steaks on a sturdy cutting board. Using a sharp knife, slice horizontally through the middle, stopping before cutting all the way through to create a pocket. Season generously with kosher salt and freshly ground black pepper.
Fill each elk steak pocket with the crab mixture and secure closed with butcher’s twine.
Heat a 12-inch cast-iron or oven-safe skillet over medium heat and add olive oil and butter. Sear the elk steaks for about 2 minutes per side, until golden brown.
Transfer the skillet to the oven and bake for 15–20 minutes, or until the internal temperature reaches 125-130°F for medium-rare to medium.
Remove the steaks from the oven and let rest for 5 minutes. Slice, serve, and drizzle with the buttery pan drippings for extra flavor.