Beat first 5 ingredients at medium speed with a heavy-duty electric mixer until creamy. Gradually add 2 cups powdered sugar and milk, beating until smooth. Add remaining powdered sugar; beat to form a stiff dough. Knead in pecans. Shape into 1 1/2-inch-long eggs; roll in granulated sugar. Let stand at room temperature 8 hours to dry.
Note: Cream Cheese Eggs may be stored in the freezer.
