Preheat the oven to 350°F. Line a quarter sheet pan with parchment paper.
Add the pecans, sugar, cayenne, salt, and 1/4 cup water to a medium saucepan. Cook over medium heat, stirring constantly with a wooden spoon until the liquid evaporates away and the sugar crystalizes onto the pecans making them look as though they're coated in sand, 8-10 minutes.
Transfer to the prepped sheet pan, spread out in one even layer and bake for 12-15 minutes or until the pecans are toasted. (Snap a pecan in half to check — it should be light golden brown inside.) Cool on the pan for 20-30 minutes, or until cool to the touch.
Store in an airtight container for up to 2 weeks.
Notes
If you prefer things less spicy, use the smaller amount of cayenne. (With 2 teaspoons, the nuts are pretty spicy but pleasantly so.)
Recipe by A Modest Feast at http://www.amodestfeast.com/2016/08/12/spicy-candied-pecans/