The recipe below can be doctored up to your preference. The husband and I are both a bit wimpy when it comes to spice, so feel free to add more cayenne if you like things hot, hot, hot.
Adapted from The America's Test Kitchen Family Cookbook
1 egg white
1 tablespoon water
1 teaspoon salt
1 pound pecans (or your favorite nut)
2/3 cup superfine sugar*
1 3/4 teaspoons cumin
3/4 teaspoon cayenne pepper
1 teaspoon paprika
Preheat oven to 275 degrees. Line two large baking sheets with parchment paper. Whisk the egg white, water, and salt together in a large bowl. Add the nuts to the egg white mixture and stir to coat. Drain the nuts in a colander for for 5 minutes.
Meanwhile, combine the sugar, cumin, cayenne, and paprika. Toss the spices with the drained nuts. Spread the nuts on the parchment-lined baking sheets. Bake until the nuts are dry and crisp, about 50 minutes, stirring occasionally and rotating the pans halfway through so the nuts bake evenly. Remove nuts from the oven and allow them to cool completely on the baking sheets, about 30 minutes. Break up the nuts and serve. Nuts can be stored in an airtight container for several weeks.
*If you don't have superfine sugar, just process regular granulated sugar in a food processor or blender for about 1 minute.