Preheat oven to 350 degrees F (175 degrees C) or to temperature indicated on cake mix package. Line 24 muffin cups with paper liners.
Pour cake mix into bowl and add 2 teaspoons cinnamon. Prepare cake batter (with vegetable oil and eggs) according to package directions.
Fill muffin cups 2/3 full, and bake according to package directions (typically 18 to 21 minutes) or until a toothpick inserted into the middle of a cupcake comes out clean.
Remove muffin pans from the oven, and allow to cool.
Cut a plug about 1-1/2" inches long and 3/4 inch in diameter out of the center of each cupcake. Fill the opening with about 2 teaspoons applesauce or enough to fill hole.
Beat together the confectioners' sugar, cinnamon, and milk until mixture can be drizzled. If too thin, add more sugar; if too thick, add more milk. Drizzle icing over top of cupcake. Sprinkle with chopped pecans. Allow icing to dry before serving.