Preheat oven to 225ºF. Line a baking sheet with parchment paper.
Place the egg white in a large stainless steel bowl and whip until frothy. Whip in the vanilla, then gently add the pecans and toss until completely coated with the mixture.
Transfer the pecans to the prepared sheet and arrange in a single layer. Try to not let the pecans touch each other. Place the sheet in the oven and cook for 30 minutes. Gently turn over the nuts and continue to cook, stirring, every 15 minutes, until the coating is lightly colored and dried out, about 1 hour and 15 minutes total.
Remove from the oven, immediately loosen the nuts with a metal spatula, and set aside to cool before serving.