1Preheat oven to 325°F. Prepare a 9-inch-diameter springform pan for the waterbath by wrapping the outside in heavy-duty tinfoil. Set it in a large roasting pan and boil a kettle full of water.
Melt butter in the microwave. Finely grind cookies, pecans with sugar in a food processor. Add melted butter and blend with a fork until combined. Press crust mixture onto bottom and halfway up sides of the pan.
3For the cheesecake:
Beat cream cheese until smooth. Slowly sugar and beat on medium speed for about 3 minutes. Add eggs, one at a time, beating until just incorporated scraping down the bowl in between. Add spices, rum and vanilla and beat until just incorporated. Stir in cream and sour cream.
4Pour batter into springform pan. Put the sprinform pan and roasting pan in the oven and pour boiling water to halfway up side of springform pan. Bake until sides of cake is set, but center is still wobbly, about 60 minutes. (check at about 55 mins) Turn off heat and leave oven door slightly open for another hour. Remove springform pan from water bath cool on a wire rack. When at room temp, cover and refrigerate for at least 4 hours. (can be made up to 4 days ahead)
5For the sauce:
Heavily roast pecans in a toaster oven or larger oven at 325F until slightly colored and fragrant. Stir brown sugar and butter in heavy medium saucepan over medium heat until melted and smooth, about 2 minutes. Add cream, rum and spices and simmer until sauce thickens and is reduced to 1 1/2 cups, about 5 minutes. Stir in the vanilla and roasted pecans. Drizzle over cooled cheesecake. Can also be drizzled hot and last minute when serving. (Can be made 2 days ahead, refrigerate. Bring to simmer again before pouring.)