Combine the pecans, coconut, and brown sugar. Spoon 1 teaspoon of the mixture into the center of a won ton square. Fold into a triangle and moisten edges with beaten egg to seal. Repeat until the coconut and pecan mixture is all used.
Heat oil to 370°.
Working with small batches, drop filled won tons into the hot oil and fry until browned, turning to brown both sides.
Put confectioners' sugar in a bag. Put warm fried won tons in the bag and shake gently to coat.