In a saucepan, combine cream, vanilla and pecans and bring to a simmer. Set aside. Combine eggs and sugar in a mixing bowl and whisk until light and fluffy. Whisk cream mixture into eggs and stir well. Refrigerate for 1 hour.
Preheat oven to 275 degrees F.
Strain mixture through a medium strainer. Pour into individual dishes and bake in a water bath until set (about 20 minutes). Place in refrigerator to cool.
Sprinkle sugar liberally on top of each custard, and then brown with a propane torch or under very hot broiler.