Preheat oven to 375 degrees.
TO MAKE THE SWEET ROLLS:
In a large bowl, whisk together the flour, baking powder and salt.
Use a pastry blender or two forks to blend the ⅓ cup butter into the flour mixture to form coarse crumbs.
Add the vanilla, milk, and beaten egg to the flour mixture and mix with a spoon until almost combined.
Knead with hand to bring the dough together and then turn the dough out onto a lightly floured surface and knead for an additional 3 -4 minutes.
Roll the dough out into a rectangle that is approximately ¼" thick.
Cut the dough into ¾" strips, vertically.
Roll each strip to form a pinwheel.
Spray a muffin tin liberally with baking spray.
Divide the remaining butter into the bottom of a muffin tin and divide the brown sugar and chopped pecans evenly into each muffin space.
Place one pinwheel dough into each muffin compartment on top of the butter, brown sugar and pecans.
Bake in a preheated oven for 20-25 minutes.
Once baked, allow the sweet rolls to cool for 3-4 minutes and then immediately turn them out. If desired, flip them right side up.
TO MAKE THE CARAMEL PECAN SAUCE:
Melt the butter in a heavy bottom medium sized sauce pan over medium heat.
Add the brown sugar and pecans.
Continue to stir the sauce until it bubbles. Cook and stir for an additional 3-4 minutes.
Reduce the heat to low and carefully stir in the heavy cream.
Cook and stir for an additional 2 minutes.
Remove the sauce from the heat, cool slightly and then spoon the caramel pecan sauce over each muffin.