Line a clean counter with a piece of parchment paper or foil at least 20 inches long.
Mix the cumin, cayenne, cinnamon, smoked paprika, and orange peel together in a small bowl and set aside.
Place the nuts in a 10-inch cast-iron skillet and set over medium heat. Cook, stirring frequently, with a large wooden spoon or spatula until the pecans begin to brown release a roasted aroma, 4 to 5 minutes.
Stir in the spices until just fragrant, 15 to 30 seconds, then add the butter pats and stir to melt. Add the sugar and mix thoroughly before adding the water. Stir until the sugar has dissolved completely and the nuts look glazed, 2 to 3 minutes. Sprinkle with kosher salt and remove from heat.
Spread the nuts evenly onto the parchment or foil so that they don't dry in clumps. Cool completely before transferring to an airtight container for storage.