In an oven set at 350 °F, roast the pecans for 10 minutes. After roasting, chop half of the pecans, leaving the other half whole.
In a large pot, melt together on medium heat the chocolates, sugars, pecans, milk, butter, cinnamon, orange zest, cayenne, and salt, stirring occasionally. Place a candy thermometer in the pot to monitor the heat. When it reaches 235°F, remove from the heat. Add the vanilla and stir the pot for 2 minutes. There should be a bit of shine to the candy but the candy will be a bit more thick.
Scoop pralines onto parchment paper. (If it’s too stiff, add warm water to mixture.) Let cool for an hour and remove. They will still be a bit shiny but will lose that shine after a few hours. No matter, they’re still delicious! They will keep covered for 5 days.
If you want to add bacon to these, I’d fry up four slices, crumble them and stir into praline when you add the vanilla.