Preheat an oven to 250 degrees F (120 degrees C). Line a baking sheet with parchment paper.
Beat the egg in a bowl until frothy; whisk the water and vanilla into the egg. Stir the sugar, cinnamon, and salt into the egg mixture. Add the pecans; stir to coat completely. Spread the pecans onto the prepared baking sheet.
Roast the pecans in the preheated oven, stirring about every 15 minutes, until the coating forms a glaze, about 1 hour. Allow to cool on the baking sheet at least 10 minutes before serving.