Pecan pie filling: Add the pecans to a food processor and pulse until small crumbs remain.

Place the sugar, butter, bourbon, corn syrup and vanilla extract in a saucepan over medium heat. Whisk until the sugar dissolves and bring to a boil, letting it bubble for 1 minute. Stir in the pecans and bring to a boil again, letting bubble for just a minute. Remove and let cool completely to room temperature.

Cheesecake: In the bowl of your electric mixer, add the cream cheese and mascarpone. Beat on medium speed until the cheeses are mixed and slightly creamy, then drizzle in the condensed milk with the mixer still going. Add in the vanilla extract and salt and beat the mixture until it is creamy and smooth, scraping down the sides if needed.

Assembly: Layer a bit of the pecan filling in the bottom of a shotglass. Add a few tablespoons of no bake filling on top, then another dollop of the pecan filling. Repeat with remaining glasses. Refrigerate for 2 to 4 hours, until the cheesecake layer sets.

When ready to serve, top the glasses with whipped cream and a few chopped pecans. You can also drizzle on some caramel and add a few grates of fresh nutmeg.