Melt 2 tablespoons of the butter in a skillet. Toss in the pecans, breadcrumbs, cheese, and remaining butter. Stir until butter is melted and absorbed. Stir in garlic Bechamel. Add salt and pepper to taste.
Stuff mushroom caps with mixture mounding it neatly over the top.
Sprinkle with cayenne. Bake in a shallow, lightly oiled ovenproof dish for ten minutes or until just heated through. Serve at once. Cook roux over low heat, stirring constantly, for 3-4 minutes. Whisk in scalded milk.