Preheat oven to 300 (to toast pecans.)
Spread pecan pieces on a baking sheet. Place in preheated oven for 5-7 minutes or until pecans give off a nutty smell. Be careful not to burn.
Remove nuts from oven and set aside to cool.
In a medium mixing bowl with a whisk or hand mixer, mix softened butter, sugar, egg, and vanilla.
When that is mixed well, add flour one cup at a time and mix with a wooden spoon.
Mix in toasted pecans.
Lay out a piece of parchment paper about 12 by 16 inches and place dough on it.
With your hands, roll the dough into a log that's about 1 ½ inches in diameter.
Carefully roll the log up in the parchment paper and place it in the freezer for at least 20 but no more than 30, You don't want it too hard!