I have something about 100 files with the following syntax
ahfsdjfhdfhj_EPI_34_fdsafasdf asdfasdf_EPI_2_fdsf hfdjh_EPI_8_dhfffffffffff ffffffffffasdfsdf_EPI_
sed -e 's/EPI_/EPI /' file1 file2 ...|sort -n -k 2 -t ' '
Pipe that to sed -e 's/ /_/' to get back the original form.
sed -e 's/ /_/'