With the rack in the middle position, preheat the oven to 200°C (400°F). Line a cookie sheet with parchment paper.
In a bowl, combine the chopped pecans, brown sugar and cinnamon. Set aside.
On a floured surface, roll out the dough into a 10 x 25-cm (4 x 10-inch) rectangle. Spread with butter. Sprinkle with the pecan mixture and press gently.
Cut the dough into twelve 10-cm (4-inch) strips. Twist the strips and arrange them on the cookie sheet. Bake until golden brown, about 15 minutes. Let cool.
In a saucepan off the heat, combine the brown sugar and the flour. Whisk in the butter and egg. Add the milk gradually and bring to a boil, stirring constantly. Pour into a bowl and let cool. Cover and refrigerate until lukewarm or chilled.
Place 1 or 2 scoops of ice cream in a sundae bowl. Drizzle with sugar topping. Using a pastry bag fitted with a star tip, garnish with a rosette of whipped cream. Decorate with pecan halves and 1 or 2 pecan straws.