Cream the butter and sugar in the bowl of an electric mixer fitted with a paddle on medium speed, scraping down the sides of the bowl as necessary. Cream the mixture until it is smooth and fluffy. Add the egg yolks one at a time, mixing in between each addition. Scrape down the sides of the bowl. Beat for 1 minute and add the vanilla.
Combine the flour, pecans, and salt in a medium-size mixing bowl and mix well. Add to the butter mixture and mix on low speed until it is fully incorporated. Increase the speed to medium and mix until the batter is thick and creamy, about 2 minutes. Scrape down the sides of the bowl and the paddle.
Generously dust a large sheet of parchment or waxed paper with flour. Spoon the dough down the center of the paper, fold the paper tightly over the dough, and roll into a cylinder about 3 inches in diameter and 12 to 14 inches long. Refrigerate for 8 hours.
Preheat the oven to 350ºF.
Line a baking sheet with parchment or waxed paper.
Remove the dough from the refrigerator and peel away the paper. Using a sharp knife, cut the dough crosswise into 1/2-inch-thick slices. Place them on the baking sheet about 2 inches apart. Bake until lightly golden, about 20 minutes. Remove the cookies from the oven and let cool completely in the pan. Remove the cookies from the pan using a spatula or thin knife. Repeat the process until all of the dough is used.
Store in an airtight container for up to 2 weeks.
Yield: 2 1/2 dozen