Heat oven to 375. Lightly grease 1 large or 2 small cookie sheets. In small bowl, combine pecans, sugar, cinnamon and nutmeg; mix well. Seperate dough into 8 rectangles; firmly press perforations to seal. Brush each rectangle with butter. Sprinkle 1 T. sugar mixture evenly over each rectangle, pressing in lightly. Starting at longer side, roll up each rectangle, pinching edges to seal. With sharp knife, cut 1 roll in half lengthwise, forming 2 strips. With cut side up, carefully overlap strips 2 times to form twist. Press ends together to seal. Place on greased cookie sheet. Repeat with reamining dough.
Sprinkle with remaining sugar nut mixture.
Bake at 375 for 10-15 minutes or until golden brown. In small bowl, blend all glaze ingredients, adding enough milk for desired drizzling consistency. Drizzle over warm rolls. Serve warm.