Drain cherries, reserving juice; set cherries aside.
In a small saucepan, combine sugar, cornstarch, water and reserved juice until smooth. Stir in red-hots. Bring to a boil, stirring constantly; cook 1-2 minutes longer or until thick and bubbly and red-hots are melted. Stir in cherries; heat through. Transfer to a greased 8 inch square baking dish.
In a bowl, combine the flour, 3 tablespoons brown sugar, baking powder and salt.
Cut in shortening until crumbly. Combine egg and milk; stir into crumb mixture just until blended.
Turn onto a lightly floured surface; knead 3-4 times. Roll into a 14 inch x 10 inch rectangle.
Spread with butter; sprinkle with pecans.
Combine cinnamon and remaining brown sugar; sprinkle over top.
Roll up, jelly-roll style, starting with a short side. Cut into eight slices; place cut side down over cherry filling.
Bake at 400* for 25-30 minutes or until golden brown. Cool 10 minutes.