Put pecans in a resealable bag and pound into small pieces.
Mix bacon drippings, palm sugar, sea salt, and cayenne pepper together in a bowl. Add pecans to the bowl and stir to coat using a spatula. Spread coated pecan pieces onto a rimmed baking sheet.
Bake in the preheated oven, stirring every 15 minutes, until pecans are toasted and fragrant, about 1 hour. Cool to room temperature and stir in an air-tight container.