Preheat the oven to 300°F (150°C). Line a large rimmed baking sheet with parchment paper or a silicone baking mat. If your pan is small, prepare two pans so the pecans can bake in a single layer.
In a medium bowl, whisk together the granulated sugar, brown sugar, ground cinnamon, salt, and, if using, nutmeg or allspice and cayenne pepper. Break up any clumps of brown sugar so the mixture is evenly combined. Set aside.
1/2 cup granulated sugar, 1/2 cup light brown sugar, 1 1/2-2 teaspoons ground cinnamon, 1/2 teaspoon fine sea salt, 1/4 teaspoon ground nutmeg or allspice, 1 pinch cayenne pepper
In a large mixing bowl, add the egg white and water. Whisk or beat with a fork until frothy and slightly thickened, 30–45 seconds. You do not need stiff peaks; just a foamy texture. Whisk in the vanilla extract.
1 large egg white, 1 tablespoon water, 1 teaspoon pure vanilla extract
Add the pecan halves to the egg white mixture. Toss gently but thoroughly until every pecan looks lightly and evenly coated.
4 cups pecan halves
Sprinkle the cinnamon sugar mixture over the wet pecans in 2–3 additions, tossing well between each addition. Continue stirring until all pecans are evenly covered in a sandy, sticky coating and almost no loose sugar remains in the bottom of the bowl.
Transfer the coated pecans to the prepared baking sheet. Spread them into an even, single layer, separating any large clumps so they roast and crisp evenly.
Bake for 30–35 minutes, stirring every 10 minutes. Each time you stir, spread the pecans back into an even single layer. The coating should gradually dry out, harden, and darken slightly, and the nuts will smell toasty and cinnamon-y.
Starting around the 25-minute mark, check more frequently. The pecans are done when the coating looks dry rather than wet or shiny and the nuts are deeply fragrant but not burned, especially around the edges of the pan.
Place the baking sheet on a cooling rack and let the pecans cool completely on the pan. As they cool, the coating will crisp up into a crunchy shell. If you prefer individual pieces, break up any clusters while the nuts are still slightly warm.
Once completely cooled, taste a few pecans. If you’d like more salty-sweet contrast, sprinkle a very small pinch of flaky sea salt over the top while the nuts are still just slightly warm, then let cool fully before storing.