Preheat oven to 350 degrees Fahrenheit.

Combine the sugar, salt, and cayenne in a medium mixing bowl. Mix well.

Add the pecans and 2 tablespoons water, then stir until the mix covers the pecans as a glaze.

Place the pecans on a parchment-lined baking sheet evenly spread apart, then bake the nuts for 10 minutes (or until the pecans are caramelized).

Lift the parchment paper off the hot baking sheet, and place it to the side to let the pecans cool (approximately 5 minutes).

Remove the pecans from the parchment sheet and place in a sealable container (or better yet - eat fresh!).