Preheat oven to 350ºF with a rack in center. Line a baking sheet with foil and mist with cooking spray.
In a large bowl, whisk egg whites with 2 Tbsp. water until very frothy and thick, about 2 minutes. Whisk in brown sugar until completely mixed in, then stir in pecan halves until coated.
Stir together chili powder, cumin and salt. Sprinkle over nuts; toss until well coated. Spread nuts in a single layer on baking sheet. Bake, stirring occasionally, until golden brown, about 25 minutes. Transfer to a large bowl, sprinkle with zest and toss to mix. Let cool, tossing occasionally to break up clusters.