Preheat oven to 350.
Combine sugar, brown sugar, salt and pecans in food processor. Pulse to grind into a loose mixture with bits of pecans.
Add butter, vanilla and egg yolk. Cream together. Add flour and mix to create soft dough.
Place dough on lightly floured surface. Knead until thoroughly combined. Roll dough into a 10-inch log. Wrap tightly in parchment paper or plastic and refrigerate until firm, about 2 hours.
Slice dough into 1/4-inch pieces. Place on Anolon cookie sheet or parchment-lined cookie sheet. Bake until edges are golden brown, about 15 minutes. Turn cookie sheet around about halfway through to insure even browning. Cool on cookie sheet a few minutes before transferring to wire rack to cool.