Heat oven to 350 degrees F. Line an 8 x 8-inch baking pan with nonstick foil, allowing foil to hang over two sides.
In a medium-size bowl, whisk together the flour, pecans and light-brown sugar. Stir in the butter and mix until all dry ingredients are moistened and a crumbly dough forms. Press into the bottom of the prepared baking pan. Bake at 350 degrees for 14 minutes, until lightly browned. Remove from oven.
In another medium-size bowl, beat the cream cheese and sugar until smooth. Beat in egg, lemon juice and vanilla until combined. Stir in 3/4 cup coarsely chopped candy. Pour into the baked crust. Bake at 350 degrees for 25 minutes. Remove from oven and sprinkle the finely chopped candy over the top.
Cool completely. Gently lift from pan and pull back foil. Cut into 36 squares. Refrigerate until serving. Makes 36 cookies.