Pecan pie is a favorite desserts during both Thanksgiving and Christmas. Its flaky crust and delicious, roasted pecan filling will have everyone asking for another slice of your masterpiece. Nothing makes a better table center during the holidays then a fresh pecan pie. Pecan pie is a custard pie made, as you might imagine, with pecans as a the focal ingredient. Traditional pecan pie is very rich, thick, and somewhat sticky, and it can be extremely sweet.