Pour cake mix into a large bowl. Whisk dry mix to remove lumps or sift it into the bowl.
Add pecans to the dry cake mix and stir well.
In a liquid measuring cup, add the egg. Add enough oil to the egg to bring the mixture to 1/2 cup. Add enough water to bring the mixture to 2/3 cup. Beat mixture together with a fork.
Add egg mixture to cake mix in large bowl. Mix well.
Using a teaspoon or small ice cream scoop, gather balls of dough, rolling them into perfect circles. Place 12 on a cookie sheet and bake 8-12 minutes at 350 degrees F. If they get golden brown, they are too done. Pulling them out around 10 minutes should be perfect.
Let the cookies cool 5 minutes before transfering them to a plate or container.