In a large bowl, combine the flour, sugar and salt. Cut in butter until mixture resembles coarse crumbs. Combine the egg, yolk and vanilla; add to flour mixture. Shape dough into a ball. Chill for 1 hour or until easy to handle.
Meanwhile, for filling, combine 1-1/4 cups pecans, 1/4 cup sugar, zest and milk; set aside. Divide dough into four portions; shape each into 12 balls. Flatten each ball into a 2-1/2-in. circle; top each with a scant teaspoon of filling. Fold dough over filling; seal edges. Curve ends to form crescents.
Place on ungreased baking sheets. Combine remaining pecans and sugar. Brush egg white over tops; sprinkle with pecan mixture. Bake at 350° for 17-20 minutes or until lightly browned. Remove to wire racks to cool completely.