1. Preheat oven to its lowest setting, preferably about 150 degrees. Line two baking sheets with parchment paper.
2. Toast the pecans in a dry skillet over medium heat, shaking pan occasionally, just until they begin to brown.. Cool and chop; do not mince or grind.
3. Use an electric mixer to beat the egg whites until foamy; then add sugar, a bit at a time, until the mixture is stiff and dry, the whites no longer shiny. Gently fold in the vanilla, nuts and coconut.
4. You can pite the meringue mixture through a pastry bag onto baking sheets or shape it with two spoons into small ovals. Bake in the oven at least two hours (assuming you are baking at 150 degrees), or until the merginues are dry but not brown; they will still be tender. If they are still quite moist, bake another hour. If after 3 hours, they are still not done, turn off the oven and let them sit in there, undisturbed, for another hour or two.
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