Whisk the egg white in a bowl to break it up. Add the pecans and coat thinly in the egg white. Sprinkle in the vanilla sugar, turning the nuts to coat, then spread out on a baking sheet lined with baking parchment. Bake in a preheated oven, 160°C (325°F), Gas Mark 3, for about 5 minutes until beginning to colour. Leave to cool, then finely chop. Increase the oven temperature to 220°C (425°F), Gas Mark 7.
Sprinkle 1 tablespoon of the caster sugar on the work surface. Roll out the pastry on the surface to a 25 x 15 cm (10 x 6 inch) rectangle. Sprinkle the pastry with another tablespoon of the sugar and roll in gently. Halve the pastry and place one piece on top of the other. Flatten slightly with the rolling pin and sprinkle with another tablespoon of the sugar and the chopped nuts. Roll out again to a 24 cm (9 inch) square, lightly flouring the work surface if the mixture is sticky. Sprinkle with another tablespoon of the sugar and roll gently.
Trim the edges, cut in half, then cut each half across into 2 cm (¾ inch) wide strips. Twist each strip several times and place slightly apart on a large baking sheet lined with baking parchment. Sprinkle the remaining sugar along each twist. Bake for about 20 minutes until puffed and golden. Transfer to a wire rack to cool. Serve with Vanilla Cheesecake Dip, if liked (see below).