Preheat oven to 350 degrees. Line a cookie sheet with parchment.
Put all ingredients except pecan halves in a bowl and mix well. If the mixture seems too wet, add about 2 tbsp. more almond flour. If it’s too dry, add 2 tbsp. more milk.
Drop dough onto cookie sheet and press pecan into the middle.
Bake for 20 minutes, then remove from heat, and transfer to a cooling rack to cool.