In a bowl, combine flour, sugar, and salt. Cut in butter until mixture resembles coarse crumbs. Combine egg, yolk, and vanilla; add to flour mixture. Shape dough into a ball. Chill for 1 hour or until easy to handle.

Meanwhile, for filling, combine 1 1/4 cups pecans, 1/4 cup sugar, peel and milk; set aside. Divide dough into four portions; shape each into 12 balls. Flatten each ball into a 2 1/2-inch circle; top each with a scant teaspoon of filling. Fold dough over filling; seal edges. Curve ends to form crescents.

Place on ungreased baking sheets. Combine remaining 1/4 cup pecans with remaining 1/4 cup sugar. Brush egg white over tops; sprinkle with the pecan mixture. Bake at 350 for 17-20 minutes or until lightly browned. Remove to wire racks to cool completely.