Preheat the oven to 350°F. Line a baking sheet with parchment paper.
Cream the butter and sugar together with an electric mixer or hand-held mixer on medium speed until smooth. Add the egg and beat until incorporated. Add the vanilla, baking soda, and salt and beat until smooth.
In a food processor or blender, combine the oats and pecan pieces and pulse several times to grind. Add this to the dough and beat until incorporated. The dough will be stiff but sticky.
Drop the dough by the teaspoonful, about 3 inches apart, onto the prepared sheet pan. Flatten the dough slightly with your fingertips. Bake for 6 minutes until lightly golden. Remove from the oven, carefully remove from the sheet, and let cool completely on wire racks. Repeat the process until all the dough is used, relining the sheet each time with new parchment.
Yield: about 5 dozen cookies