Preheat the oven to 160°C, fan 140°C, gas 3. Place the pecans on a baking sheet and roast in the oven for 15 minutes. Remove from the oven and allow to cool slightly.
In a food processor, pulse the pecans with the icing sugar and cocoa powder until fine – about 2 minutes. While the processor is still running, add the vegetable oil and whizz until the mixture is smooth.
Combine the milk powder with 1 tablespoon of water in a cup or small bowl. Add to the pecan mixture and whizz for 3 minutes until well mixed. Stored in sterilised jam jars, you can keep this spread in the fridge for up to 2 months.