I've never brewed with pecans so I can't comment on that, but the oats need to be mashed if you want to get much more than starch out of them. To that end, Munich should be mashed as well, though some people do steep it.
Since it appears you're planning to do an extract batch, I'd skip the pecans and oats and instead steep 1/2 lb of carapils if you're just looking to add mouthfeel or body. Choosing a less attenuative yeast would be another easy option.
On the other hand, if you really want to go with the oats and pecans, I'd suggest doing a partial mash using DeathBrewer's technique (it's a sticky somewhere). You could replace 1 lb of your LME with ~ 1.5 lbs 2-row and mash it with your other grains in order to convert the oats and Munich. It's an easy process and produces fantastic results. Come to think of it, 'Brewing Classic Styles' has an appendix that shows how to do a partial mash batch as well. Good luck!