Using an electric mixer on medium speed, beat butter, sugar, cinnamon, nutmeg, and kosher salt in a medium bowl until light and fluffy, 2–3 minutes. Set filling aside.
Roll out dough on a lightly floured work surface into a 12x16" rectangle about ¼" thick. Arrange dough on work surface so 1 long side faces you. Spread cinnamon-sugar mixture over dough, leaving a 1" border on the side farthest from you.
Sprinkle ¾ cup chopped pecans over cinnamon-sugar mixture. Beginning with the long edge closest to you, roll dough into a log, tightening as you roll and patting in ends if they begin to taper. Pinch together the seam where the long side meets the roll to seal. Arrange log seam side down.
Using a large knife, cut log crosswise into 9 pieces (lightly flour knife between slices if dough is too sticky). Turn buns cut side up and gently pat top to flatten slightly. If needed, reshape to form round edges by cupping lightly floured hands around each bun and gently pushing and turning them in a circular motion. Transfer buns to prepared pan, spacing evenly apart (buns should not touch each other).
Loosely cover pan with plastic wrap or a kitchen towel. Let buns rise in a warm, draft-free area until doubled in size, 45 minutes–1 hour, or 1½–2 hours if dough has been chilled overnight.
Arrange a rack in middle of oven; preheat to 350°. Whisk egg with ½ tsp. water in a small bowl. Brush tops of buns with egg wash. Bake, rotating pan halfway through and tenting with foil if browning too quickly, until buns are golden brown, filling is bubbling, and an instant-read thermometer inserted into center of buns registers 185°, about 50 minutes. Let cool 5 minutes. Spoon remaining glaze over. Sprinkle ½ cup pecans over. Let cool in pan on a wire rack.
Lightly sprinkle sea salt over. Serve buns warm or at room temperature.