Prepare a charcoal or gas grill for indirect cooking over medium heat (350°). Cut a 24x18-inch sheet of heavy foil. Fold 1 inch up on each edge; spray foil with nonstick spray and set aside.

Combine sugar and ground nutmeg in a small bowl; set aside. Microwave butter and brown sugar in a microwave-safe bowl on HIGH 1 to 1½ minutes or until melted, whisking halfway through. Remove rolls from cans; do not separate into rolls. Set icing packets aside. Cut dough logs into 1-inch pieces.

Dip pieces, one at a time, into butter mixture; shake off excess. Coat with sugar-nutmeg mixture. Place coated cinnamon roll pieces in center of prepared foil in a single layer; top with pecans. Pour remaining butter mixture over cinnamon roll pieces. Fold up long sides, leaving a 4-inch opening on top; double-fold short sides to close sides.

Grill packet 25 to 30 minutes or until cinnamon rolls are golden brown and cooked through. Cool slightly; drizzle with reserved icing packets. Garnish with caramel syrup and additional chopped pecans, if desired.