Preheat the oven to 325°. Line a rimmed baking sheet with parchment or wax paper. Lightly oil the parchment. In a bowl, combine the sugar with the salt.
In a large skillet, melt the honey with the cayenne. Add the nuts and stir to coat. Spread the nuts in a single layer on the baking sheet and bake for 10 minutes. Let the nuts cool slightly, then add them to the sugar-salt mixture and toss to coat. Discard the parchment and spread the nuts out on the baking sheet to cool completely, then transfer to a bowl and serve.
Make Ahead: The nuts can be stored in an airtight container for up to 4 days.
Wine Recommendation: Stuckey: Crisp and refreshing, the 1993 Domaine Carneros Le Rêve Blanc de Blancs Sparkling Wine from California will help you recover from the kick of cayenne spice.Triffon: When spicy snacks also have sweetness, an off-dry sparkling wine, like the 1993 Iron Horse Russian Cuvée from California, is perfect.