1. Place pecans in a single layer in a shallow pan.
2. Bake at 350° for 8 to 10 minutes or until toasted, stirring occasionally.
3. Combine pecans, flour, and next 3 ingredients. Whisk together egg yolks, milk, and shortening until blended; add to flour mixture, stirring just until dry ingredients are moistened.
4. Beat egg whites at high speed with an electric mixer until soft peaks form. Gently fold into batter.
5. Cook batter, in batches, in a preheated, lightly greased waffle iron until golden. Serve immediately with desired toppings.