Yes, you can freeze the baked cookies or the cookie dough. Once baked, pecan sandies will keep in the freezer in an airtight container for several months. If freezing the unbaked dough, you can form the dough balls, place them on a cookie sheet in the freezer until frozen, then transfer them to an airtight freezer container for up to two months. When ready to bake, allow them to come to room temperature, then flatten and bake as directed in this recipe.