How to Make It
Put the chicken breasts in a resealable plastic bag, add the Worcestershire sauce and oil and seal. Toss to coat the chicken, then refrigerate for 1 hour.
Preheat the oven to 350°. Light a grill. Put the pecans in a pie plate and bake for 7 minutes, or until golden brown; let cool. In a small skillet, melt the butter. Add the onion and cayenne and cook over moderate heat until the onion has softened, about 4 minutes. Add the pecans, season with salt and remove from the heat. Pour 1 tablespoon of the melted butter into a small bowl.
Remove the chicken breasts from the marinade and grill them over a medium-hot fire until nicely charred, about 4 minutes. Turn the breasts and brush the cooked side with some of the reserved melted butter. Grill until charred on the other side and just cooked through, about 4 minutes. Brush the second side with more of the reserved melted butter and transfer to a platter to rest for 5 minutes. Reheat the pecan sauce, spoon it over the chicken breasts and serve.