In a small bowl, combine pecans and olive oil, tossing to coat. Place pecans right side up on a rimmed baking sheet. Sprinkle evenly with salt and cayenne.
Bake until lightly toasted, 4 to 5 minutes. Cool completely. Chop finely. Set aside.
Place 1 teaspoon Brie in each phyllo cup. Top each with ¼ teaspoon jam. Place filled phyllo cups on a rimmed baking sheet.
Bake until Brie melts, 5 to 6 minutes.
Divide chopped pecans among prepared phyllo cups. Serve warm.
Recipe by TeaTime Magazine at https://teatimemagazine.com/apricot-pecan-brie-phyllo-cups-recipe/