Place the hazelnuts on a baking sheet and grill under a preheated grill until lightly browned. Allow to cool slightly, then grind finely in a food processor or blender or crush using a pestle and mortar.
Reconstitute the egg white with warm water, according to the packet instructions, then add the caster sugar and ground hazelnuts and mix to a stiff marzipan paste. Sandwich the pecan nuts together in pairs with a little of the hazelnut marzipan.
Put the granulated sugar and measured water in a heavy-based saucepan and heat gently, without stirring, until the sugar has completely dissolved. Increase the heat and cook for 10–15 minutes until the syrup has turned golden.
Plunge the base of the pan into a bowl of cold water to prevent the syrup from cooking and darkening further. Drop the sandwiched pecan nuts, one at a time, into the caramel. Lift out with a fork and leave on a greased baking sheet to cool and harden. They will keep, in an airtight container in a cool place, for up to 4 days.