Add the first 8 ingredients to a 1-1/2- or 2-pound bread machine according to the manufacturer's directions. Select the dough cycle. When cycle is complete, remove dough from machine. Punch down. Cover and let rest for 10 minutes.
Meanwhile, for filling, in a small mixing bowl stir together the pecans, granulated sugar, brown sugar, and cinnamon.
On a lightly floured surface, roll dough into a 12-inch square. Brush with the melted margarine or butter and sprinkle with filling. Roll up into a spiral; seal edge. Cut into 12 slices. Place, cut sides down, in a greased 13x9x2-inch baking pan. Cover and let rise in a warm place about 30 minutes or until nearly double. Drizzle whipping cream over rolls. Bake rolls in a 375 degree F oven for 20 to 25 minutes or until golden brown. Cool in pan about 5 minutes; invert onto a wire rack.
If desired, in a small mixing bowl stir together powdered sugar and vanilla. Stir in enough milk (1 to 2 tablespoons) to make a glaze of drizzling consistency. Drizzle over rolls.