Preheat oven to 350°. Line a cookie sheet with parchment paper.
Roast the pecans in a dry pan until light brown and fragrant, about 5 minutes. Remove from heat and let pecans cool to room temperature.
Mix together roasted pecans, sugar, cocoa powder, cinnamon, chili powder, and salt. Stir the egg whites into the dry mixture one at a time by hand until the batter is just well-mixed. Stir in the vanilla and chocolate chips. Drop by heaping teaspoon portions onto the cookie sheet, leaving room for the cookies to spread during baking. Bake 13-14 minutes until the cookies' surfaces begin to crack.