Preheat your oven to 250°F with the rack in the middle position. Thoroughly mix the sugar, cinnamon, cayenne, and salt together in a bowl.
In a separate bowl, whisk the egg whites until they start to become foamy. Thoroughly mix in the pecans until well coated, then add the sugar mixture. Stir again to coat the pecans as fully as possible.
Line a large baking sheet with parchment paper, then spread the pecans out as evenly as possible.
Place the baking sheet in the oven and cook, stirring halfway though, about 1 hour.
Remove and let completely cool. Store in an airtight container at room temperature for up to 2 weeks.