Preheat the oven to 350°F. Line a large rimmed baking sheet parchment paper. Set aside.
In a medium-sized bowl, whisk the egg white with the bourbon until frothy.
Stir in pecans, mixing until moistened.
In a separate small bowl, stir together the sugar, Kosher salt and cayenne until combined. Sprinkle the sugar mixture over moistened nuts and gently stir to combine. Spread the pecans onto the prepared pan in one layer.
Bake for 20 to 30 minutes, stirring every 10 minutes for the first 20 minutes and then in 5 minute increments after. They burn quickly so keep an eye on them. The pecans should look dry, not sticky.
Transfer to a cooling rack and cool completely. They will crisp more as they cool.
Store in an airtight container at room temperature for up to 1 week. The pecans keep refrigerated for up to 1 month or frozen for up to 2 months.
Notes
You can use 2 tablespoons of liquid egg whites in place of 1 large egg white.
If you don’t want to use bourbon, you can substitute 1 tablespoon of water.
While the spice from the cayenne pepper is mild, you can substitute 1/4 teaspoon cinnamon for 1/8 teaspoon cayenne pepper.