1Heat oven to 350°F. In large bowl, beat 1/4 cup butter and egg with electric mixer on medium speed until blended. Add cookie mix; beat on low speed until dough is evenly moist and crumbly.
2On cookie sheet covered with 17-inch piece waxed paper, place dough; press to flatten slightly. Top dough with second piece waxed paper. Roll out dough into 12x11-inch rectangle. Refrigerate 10 minutes; remove top sheet waxed paper. Spread dough with 3 tablespoons butter. Sprinkle with brown sugar; top with pecans.
3Starting with long side, carefully roll up tightly; refrigerate 30 minutes. Cut log into 1/2-inch slices. Onto ungreased cookie sheets, place slices 2 inches apart, reshaping if necessary.
4Bake 8 to 10 minutes or until light brown on bottom. Cool 2 minutes; remove from cookie sheets to cooling racks. Cool completely. In medium bowl, stir together 3 tablespoons butter, the powdered sugar and vanilla. Stir in milk, 1 tablespoon at a time, until smooth and consistency of thick syrup. Drizzle over cookies; let stand until set. To store, place waxed paper between cookie layers. Store in airtight container.