On a floured surface, roll pieces of the cookie dough into ½-inch-thick cords, then cut into 3-inch lengths (do not substitute slice-and-bake dough in this recipe).
Refrigerate on baking sheets until firm.
Brush with egg wash, and sprinkle with a mixture of pecans and sugar.
Bake at 350°F on parchment-lined baking sheets until just beginning to brown, 15 to 18 minutes.
Cool slightly on baking sheets, then transfer to wire racks to cool completely.
If you think you've refrigerated them long enough, leave them in another hour or TWO! Although they taste good they aren't very pretty :(