We study Einstein-Podolsky-Rosen (EPR) steering properties of quantum phases in the generalized Dicke model (GDM) generated by a cavity Bose-Einstein condensate (BEC) doped with a single impurity. It is shown that the normal and superradiant phases of the GDM exhibit much rich EPR steerability. In the normal phase, there exist one-way EPR steering from the cavity field (condensed atoms) to condensed atoms (the cavity field ). In the superradiant phase, there is either one-way or two-way EPR steering for the cavity field and condensed atoms. It is found that the single impurity can act as a single-atom switch of the EPR steering to control the steering direction of one-way EPR steering and the transition between one-way and two-way EPR steering through switching on or off the impurity-BEC coupling. It is proved that the EPR steering parameters can witness the quantum phase transition (QPT) occurrence through the sudden change of the EPR steering parameters at the critical point of the QPT. Our results open a new way to manipulate macroscopic EPR steering and witness the QPT between the normal phase and the superradiant phase in the GDM through a microscopic impurity atom.