Ok well after a year of doing this experiment I finally remembered to come back and post my results. It was an epic fail, to say the least. Between my brothers and I we've brewed probably around 50 beers and this was the only one that got dumped. Below are my lessons learned so that you hopefully won't make the same mistakes, but I'll never attempt this again. We brewed this as a 10 gallon batch with me trying to make this maple pecan porter, and my brother took the other 5 gallons and left it alone ... it was a great porter by itself so at least I got to enjoy it at his house.
1st: 3 roastings wasn't enough. I had an oily sheen on top of the carboy so either more roasting is necessary or as someone mentioned above put the extract in the freezer and skim off the oil.
2nd: After even 3 roastings and "pressing" the pecans with paper towels to soak up the oil the pecans became smashed up pretty good, to the point of starting to create a rough powder (still lots of chunks though). The problem with this is that due to the powder that was there it took a LOT of vodka to soak it all up, about 4 times more than I had planned on using. Lesson - be very gentle with the roasted pecans and try not to break them up.
I quickly realized that getting all that pecan mess into a hop bag and through the neck of a carboy would be impossible, so I just poured it all into the secondary carboy and let it float around for a month ... many are taken aback by this approach, but I've used a hop bag over the end of my siphon to filter out dry hop material when transferring to a keg and it works great so there was no need to bag all the pecans as I could use the same method when transferring to keg.
At the 1 month point I pulled a sample and knew right away this batch would be no good. For one, as I mentioned above there was an oily sheen on top of the beer in my glass, not a lot, but enough to matter. But where it really went wrong was all the vodka I had to use to soak the pecans. The sample was super hot and anyone would have been able to detect the VERY strong presense of the vodka. It was way way way too much to consider keeping it.
I did however have the available carboy space so I decided to let it sit to see if the vodka would mellow out with time. I ended up letting that batch sit for 6 months and it was still the same when I sampled it again. Down the drain it went.
IF I were to do this again - and I won't - but for those of you willing to try it here's what I would do differently. For starters, I personally would only put the pecans in with the mash, but if you do extract I would use the freezer method to skim all the oil out before putting it in the secondary. As for the vodka, it increases the cost of the recipe quite a bit to use that much vodka, but I would drain it prior to adding the pecan mess to the carboy. Do NOT pour all that vodka into the carboy with the pecans. You could potentially save the vodka you drain out and if it takes on enough pecan characteristic you could possibly use it as an extract.
Hope this helps someone looking to do what I tried last year, and hopfully yours turns out better than mine did.