Preheat the oven to 375-degrees. In a small bowl, whisk the sugar together with the cinnamon, kosher salt and pecans.
Carefully unfold one sheet of the puff pastry and place it on a lightly floured surface. Roll the pastry out into a rectangle about 12” x14”.
Brush the pastry from edge to edge with 1 tablespoon of the milk. Spread half of the sugar, cinnamon and pecan mixture over the pastry leaving ½” border.
Starting with the longest side, roll the pastry up.
Cut into 12 pieces and place the pastries on a baking sheet lined with a Silpat liner of parchment paper. Repeat with the second pastry sheet.
Bake in a 375-degree oven for 20 to 22 minutes, until lightly golden on top and golden on the bottom.
In a small bowl, whisk the powdered sugar with the remaining milk, adding as much as needed to reach a smooth consistency.
Drizzle over the tops of the sticky buns while still warm.