Refrigerate 8 hours or overnight. Remove chicken, reserving marinade. Combine egg and 2 tablespoons of reserved marinade, set aside. Combine pecans and flour on large plate. Dip chicken pieces into egg mixture, then roll in pecan mixture, coating all sides.
Place chicken pieces, skin side up, on rack placed in large baking pan.
Bake at 350 degrees for 50 minutes, or until chicken is tender.
Cool slightly, then serve. Or, chill in refrigerator 4 hours or overnight. Wrap in foil, and transport packed in ice cooler to your picnic! Yields 8 servings.