Heat oven to 375°F. Spray 1 large or 2 small cookie sheets with cooking spray, or lightly grease with shortening. In small bowl, mix pecans, granulated sugar, cinnamon and nutmeg.
If using crescent rolls: Unroll both cans of dough; separate into 8 rectangles. Firmly press perforations to seal. If using dough sheets: Unroll both cans of dough; cut to form 8 rectangles.
Brush each rectangle with melted butter. Sprinkle 1 tablespoon pecan-sugar mixture evenly over each rectangle; press in lightly. Starting at longer side, roll up each rectangle; pinch edges to seal.
With sharp knife, cut one roll in half lengthwise, forming 2 strips. With cut side up, carefully overlap strips 2 times to form twist. Press ends together to seal. Place on cookie sheet. Repeat with remaining dough. Sprinkle with any remaining pecan-sugar mixture.
Bake 10 to 15 minutes or until golden brown.
In small bowl, mix glaze ingredients until smooth, adding enough milk for desired drizzling consistency. Drizzle over warm rolls. Serve warm.