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1. Refrigerate (do not freeze!) Pillsbury bread sticks. Preheat oven to 400 degrees. Line a baking sheet with parchment paper; set aside.
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2. Stir together pecans, sugar, butter, and egg white with a pinch of salt, then spread on a small baking sheet into a 10-inch round. Bake until golden, 5 to 6 minutes. Transfer to a rack and loosen nuts, then cool. Meanwhile, cream the butter, sugar, and cinnamon together until soft enough to spread easily.
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3. Open bread sticks. Press together the ends of 2 of the sticks to make 1 long stick. Repeat with the remaining bread sticks giving you 6 long sticks.
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4. Spread cinnamon sugar mixture over all bread sticks, and press candied pecans into middle braid. Taking 3 sticks at a time, loosely braid together. Repeat with remaining dough. Pinch the braids together end to end.
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5. Leaving a 3-inch hole in the middle, loosely coil braids around one another on prepared baking sheet. Press ends firmly together.
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6. Bake in preheated oven for 16 to 20 minutes or until completely golden brown. Remove from oven and cool completely. Carefully insert the baby into the cake in between the seams of the braid.
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7. In a medium pot, combine the cream cheese frosting and milk. Heat over low heat until warm and smooth, stirring constantly. Pour glaze over cake and sprinkle with sanding sugars.
