HEAT oven to 375 degrees F. Spray cookie sheets with no-stick cooking spray.
COMBINE cake mix and shortening in a medium bowl with an electric mixer at medium speed until coarse meal forms. Add water, egg and 2/3 cup pecans, mixing on low until dough comes together.
SHAPE dough into forty-two 1-inch balls. Place 2 inches apart on prepared cookie sheets. Spray bottom of a cup with no-stick cooking spray. Flatten dough to 2-inches in diameter, spraying cup as needed.
COMBINE sugar and finely chopped nuts in a small bowl. Brush unbaked cookies with egg white. Sprinkle with sugar-pecan mixture.
BAKE 6 to 8 minutes or until edges are light golden brown. Cool 1 minute. Remove to cooling rack.