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This is really a lot easier when made in blender, so get that blender out!
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Crush the vanilla wafers in blender to make extra fine crumbs *if* necessary.
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Set crumbs aside.
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Chop marshmallows in blender.
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Add the pecans inches.
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Crush candy finely.
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Whip heavy cream into mixture.
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Combine well.
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Line a 7x10-inch pan with vanilla cookie crumbs, saving some.
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Pour the marshmallow mix over crumbs.
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Pour remaining crumbs over mixture.
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Refrigerate for several hours.