In 8-inch heavy skillet, melt 1/4 cup of the granulated sugar over medium-low heat about 3 minutes, without stirring, until golden brown. Watch carefully to avoid scorching. Remove from heat. Stir in pecan halves until coated. Pour mixture onto sheet of foil. Cool until hard, about 15 minutes. Finely chop pecan-sugar candy.
Heat oven to 325°F. In large bowl, break up cookie dough. Stir in brown sugar and vanilla until well blended. Stir in chopped pecan-sugar candy.
Using about 1 measuring teaspoon dough for each, shape dough into balls and roll in remaining 1/4 cup granulated sugar; place 2 inches apart on ungreased cookie sheets.
Bake 11 to 16 minutes or until edges are light golden brown. Cool 2 minutes; remove from cookie sheets.