Line a rimmed baking sheet with parchment paper and prepare a pellet grill to 300°.

Add brown sugar, butter, rum, kosher salt and ground cinnamon to a saucepan. Cook over medium- high heat. Stir to combine and bring to a boil. Cook for 1 minute.

Remove from heat and stir in the pecans until well coated.

Pour onto the prepared baking sheet and spread into a single layer.

Cook on the pellet grill with the lid closed, stirring every 15 minutes, cooking for 1 hour.

Remove from grill and allow to cool on the sheet pan until room temperature.

Store in an airtight container at room temperature up to 1 week, refrigerated up to 3 weeks or freeze up to 3 months.