Line a baking sheet with parchment paper.

In a medium saucepan, mix the granulated sugar, salt, ground cinnamon, ground nutmeg, cayenne pepper, and water.

Place the saucepan over medium heat and stir gently until the sugar dissolves.

Add the pecan halves to the saucepan and stir to coat them evenly.

Continue to cook the mixture while stirring constantly until it starts bubbling.

Remove the saucepan from heat and stir in the vanilla extract.

Quickly pour the coated pecans onto the prepared baking sheet, spreading them out in a single layer.

Let the pecans cool completely on the baking sheet.