In a mixing bowl, cream butter and sugars. Beat in egg, orange juice and peel. Combine flour, baking soda and salt; gradually add to creamed mixture. Stir in pecans. Shape dough into two 11-1/2-in. rolls; wrap in plastic wrap. Chill for 4 hours or overnight.
Unwrap; cut into 1/4-in. slices. Place 2 in. apart on lightly greased baking sheets.
Bake at 400 degrees for 7-8 minutes or until golden brown. Remove to wire racks to cool.