Combine first 7 ingredients. Whisk egg white lightly; add 2 tablespoons water, whisking mixture until blended.
Dip pecan halves into egg white mixture. Drain well with a slotted spoon.Dredge in sugar mixture. Place nuts in a single layer on a baking sheet coated with cooking spray. Bake at 250 degrees for 1 1/2 hours.