Preheat your oven to 300 degrees F.
Line a large baking sheet with parchment paper or a silicone baking sheet. Set aside.
In a small bowl, add the white and brown sugar, ground cinnamon, salt, and cayenne. Whisk until evenly mixed.
In a separate large mixing bowl, pour in the pecans and add the whisked egg white. Gently toss with a rubber spatula until the pecans are evenly coated in the egg white. Then, pour in the sugar mixture and gently toss around with the rubber spatula until they are totally coated.
Pour the covered pecans onto your lined baking sheet and spread into an even layer. Bake for about 15 minutes, then remove from the oven and spread around a bit. Then, bake for another 15-20 minutes until the sugar coating is cooked and crisp. They will crisp up a little bit more out of the oven so be careful not to burn.
Remove from oven and let cool on the sheet until they reach room temperature. Serve immediately or place in a sealed container and store at room temperatue for up to 2 weeks.