Place a rack in the center of the oven and preheat the oven to 350 degrees F.
Lightly mist and flour a 12-cup Bundt pan with vegetable oil and flour. Shake out the excess flour. Sprinkle the pecans in the bottom of the pan. Set the pan aside.
Place the cake mix, pudding mix, oil, water, eggs, vanilla, and lemon zest in a large mixing bowl. Blend with an electric mixer on low speed for 1 minute. Stop the machine and scrape down the sides of the bowl with a rubber spatula. Increase the mixer speed to medium and beat, 2 minutes more, scraping the sides down again if needed. The batter should look thick and smooth.
Pour a third of the batter evenly into the prepared pan. Prepare the filling (below). Pour another third of the batter evenly over the sugar mixture. Scatter the second half of the sugar mixture over the batter. Pour the remaining batter evenly over the top, smoothing it out with a rubber spatula.
Place the pan in the oven. Bake the cake until it looks golden brown and springs back when lightly touched with your finger, 58 – 60 minutes. Remove the pan from the oven and cool the cake in the pan for 20 minutes.
Run a long, sharp knife around the edge of the cake and invert it onto a wire rack to finish cooling before glazing, 15 minutes.
Place the sugar and cinnamon in a small bowl, stir, and scatter half of this mixture evenly over the batter.
For the glaze, place the confectioners’ sugar and lemon juice in a small bowl and stir until smooth. Slide the cooled cake onto a serving platter and spoon the glaze over the cake so that it dribbles down the sides. Slice and serve.