Preheat oven to 350 degrees F (175 degrees C). Spread pecans on a baking sheet.
Toast pecans in the preheated oven until golden brown and fragrant, about 5 minutes. Chop coarsely.
Increase oven temperature to 425 degrees F (220 degrees C). Brush a large rimmed baking sheet with oil.
Mix all-purpose flour, whole wheat flour, baking powder, and salt together in a bowl. Rub butter into the mixture until it reaches a crumbly consistency.
Stir water and brown sugar together in a bowl. Blend into crumbly mixture. Stir in pumpkin puree and fold in pecans. Wrap dough in plastic wrap.
Chill dough in the freezer for 10 minutes.
Divide dough into 5 pieces and shape into balls. Flatten slightly and place 1 inch apart on the prepared baking sheet.
Bake in the preheated oven until puffed and golden brown, 12 to 15 minutes. Transfer to a wire rack and cool completely, about 20 minutes.
