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 soft 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 in the freezer for at least 20 minutes or up to an hour.