Preheat oven to 300°F and line a baking sheet with parchment paper. Whisk the egg white until frothy in a large bowl. Whisk in the sugar, salt, cinnamon and cayenne. Add the nuts and toss until coated.
Spread the nuts on the prepared baking sheet and bake 15 minutes. Toss the nuts and bake 10 more minutes, or until crispy and golden brown. Remove the nuts to a plate and let cool completely.