In a food processor, combine pecan halves, brown sugar and powdered sugar. Pulse for about 30 seconds.
Add flour and salt and pulse again for another 30 seconds.
Add butter slices and egg yolk and process for 30 seconds, or until the dough forms into a shaggy ball.
Transfer the dough onto the counter and knead until the dough is smooth. Roll it into a 12-inch log, cut it in half, and wrap each log with plastic wrap. Refrigerate for at least 2 hours, or up to 3 days.
30 minutes prior to baking, preheat the oven to 350°F (177°C).
Slice the chilled log into ½-inch thick discs and arrange them on a baking sheet lined with parchment paper. (I first cut the log into 2 equal parts, then each half into another half. And finally slice each disc into halves again.)
Bake the cookies for about 16-18 minutes, or until the cookies are light golden brown around the edges.
Cool the cookies on the baking sheet for a few minutes, then transfer them onto a cooling rack to cool completely.