Preheat oven to 425°. Generously grease a large baking sheet with cooking spray.
Place chopped pecans in a shallow bowl. In another shallow bowl, whisk together 1 tablespoon melted butter, eggs, sugar, lemon zest, and cayenne. In a medium bowl, combine flour, salt, and black pepper.
Toss chicken in flour mixture until evenly coated, then dip each chicken piece in egg mixture, letting excess drip off. Roll in pecans, firmly squeezing each piece to adhere pecans to chicken. Transfer to prepared baking sheet in an even single layer.
Bake for 10 minutes, then gently brush remaining 1 tablespoon melted butter in a dabbing motion onto chicken. Return chicken to oven and continue baking until chicken is cooked through and pecans are toasty, 5 minutes more. Season immediately with more salt while hot.
Serve warm with your favorite sauce.