Preheat oven to 300 degrees F.
Add the sugar, brown sugar, cinnamon, salt and cayenne to a large bowl and whisk to combine. Set aside.
Whisk one egg white.
In a separate bowl, combine pecans and egg whites, and gently toss until the pecans are evenly coated. Add in the sugar mixture, and toss until the pecans are coated in the spice mixture.
Line 2 sheet pans with parchment paper.
Spread the mixture out in a single layer between the two pans. Bake for 20 minutes, flip left to right and then trade the trays in their oven positions for even cookings. Bake for another 20 minutes.
Remove from the oven, and let the baking sheet cool on a cooling rack until the nuts reach room temperature. Transfer them to an airtight storage container or individual packages.