Preheat the oven to 275 degrees F (135 degrees C). Spread pecans out on a baking sheet in a single layer. Bake for 15 minutes in the preheated oven, or until fragrant. Set aside.
In a saucepan, stir together the confectioners' sugar, white sugar, buttermilk, heavy cream, butter, and salt. Bring to a boil over medium heat. When the mixture begins to boil, start stirring gently with a wooden spoon, and continue cooking until the mixture is slightly above the soft ball stage to 250 degrees F (120 degrees C).
Remove from heat, and stir in baking soda and vanilla. The mixture will expand some while stirring. Cool for 10 to 15 minutes, then stir in pecans. Keep stirring with a wooden spoon until the mixture loses its gloss. Drop teaspoonfuls of the mixture onto parchment paper that has been coated with butter flavored non-stick spray. Allow to cool completely.
