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 F.
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.