Finding this only a year late...
All of the bacteria should be plenty sterilized after the mash is boiled. I'm brewing a Nut Brown ale right now, and I wound up deciding to create a walnut extract, then add the extract and the nuts to the secondary. I had considered your method, but ended up eliminating it.
Also, in case this hasn't been answered for everyone within the last year: roasting pecans always enhances the pecans' flavor. Whenever one bakes with walnuts or pecans, one should always roast them to bring all the oils to the fore and enhance the flavors. Presumably, the same would go for beer.
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