Heat oven to 300 degrees Fahrenheit. Line a baking sheet with parchment paper or a silicone baking mat.

Add sugar, cinnamon, salt, orange zest, and the vanilla to a medium bowl. Use your fingers to rub the spices and cinnamon into the sugar.

In a small bowl, lightly beat egg white with the water, and then stir into the sugar mixture. Add the nuts and stir until they are well coated.

Spread the pecans into one layer on the baking sheet. Bake 35 to 40 minutes, stirring every 10 minutes and spreading back into one layer. Allow the nuts to cool completely before breaking apart.