Preheat oven to 350 degrees F (175 degrees C). Lightly grease a rimmed baking sheet or jelly roll pan.
Stir the pecans, cinnamon, and nutmeg together in a bowl until evenly blended. Drizzle in the honey and vanilla, mixing well.
Place the brown sugar substitute, white sugar substitute, evaporated milk, and butter in a pan, and bring to a boil. Reduce heat and simmer, stirring frequently, until mixture thickens, 12 to 15 minutes. Gradually stir in the pecan mixture. Remove from heat.
Unroll 3 sheets of phyllo and place in the prepared baking pan. Dust lightly with flour. Spoon a thin layer of the pecan-sugar mixture over the phyllo sheets. Cover with 3 more phyllo sheets, dust with flour, and spoon the pecan-sugar mixture over the phyllo. Repeat three more times ending with phyllo sheets on top, and using all the phyllo and pecan-sugar mixture to make a stack about 1 inch high.
Bake in preheated oven until top is golden brown, 10 to 12 minutes. Cool completely before dusting with confectioners' sugar, and cutting into 2 inch squares.
Premade phyllo dough pastry shells can also be used for this recipe. Preheat oven to 350 degrees F (175 degrees C). Place the pastry shells on a rimmed baking sheet, and bake in preheated oven for 8 minutes. Fill with the warm pecan mixture, and set aside to cool completely. Dust with powdered sugar, more cinnamon, or top with a scoop of whipped cream.