To make a tasty pecan pepper appetizer, you'll need: Pecans. You can use any type, but I like to use pistachios, which are the most popular. I've also used almonds and hazelnuts in place of the walnuts if you don't have any in your pantry. Melt the butter over medium heat. Add the sugar and stir until it's completely melted. Remove from the heat and add the vanilla. Stir until the mixture is smooth and creamy. Pour the hot mixture over the nuts and mix until they're evenly coated. Chill in the refrigerator for at least 30 minutes before serving.