Preheat oven to 250°F with racks in top and bottom positions. Line 2 large baking sheets with parchment paper.
Beat egg white in a large bowl with an electric mixer on high speed until soft peaks form, 1 to 2 minutes.
Gradually add sugar and vanilla; beat until smooth, about 2 minutes.
Fold in pecans.
Drop mixture by 1 ½ tablespoonfuls about 1 inch apart on prepared baking sheets.
Bake in preheated oven for 30 minutes, rotating baking sheets between top and bottom racks halfway through baking time.
Turn off oven, and leave cookies inside. Let cool about 30 minutes.
Remove from oven. Transfer cookies to a wire rack; let cool completely.
Store in an airtight container at room temperature for up to 5 days.
