Well, you could toast the pieces that go in the filling because the halves keep them dunked under and protect them. But also I wanted to mention that coarse chopping your own halves probably gets you a better quality nut than buying 'pieces'.
I've made Kathleen Claiborne's pecan pie (Craig's mother) and used pieces mixed in with the filling and then a topping of halves in concentric rings. Looks very pretty and makes it extra nutty. I don't know if that recipe made it into the Essential New York Times, but I'm pretty sure I got it from the old Craig Claiborne one. You can probably find it by googling I suppose. (And no pretoasting the nuts, the top would get burnt!)
I would not pretoast the whole pecans as suggested earlier as they will toast adequately on top of pie during baking; but you could pretoast the pieces. I use a combination of both for texture variance and cost effectiveness
I'm no pecan pie expert, but you can put pecans sold as "pieces" in the filling, then whole ones on top, which look prettier. Less costly than using only whole, and still just as tasty.
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