Open the packages of cinnamon rolls and place the icing in the refrigerator. Break apart the cinnamon rolls and cut into 4 pieces each. Place rolls in a large mixing bowl.
Pour melted butter over the cinnamon rolls and stir to coat.
Place into a 9x13 baking dish.
In a large bowl, whisk together the eggs, milk, cinnamon, nutmeg, and vanilla until well combined.
Pour egg mixture over the cinnamon rolls.
Drizzle with syrup and sprinkle the pecans over the top.
Cover tightly and refrigerate overnight or for up to 12 hours.
Preheat oven to 375 degrees.
Remove cover from pan and bake for 35 minutes or until cooked through.
Remove from oven and cool for 10 minutes before drizzling with reserved icing.