To prepare chicken: Heat the oil in a saute pan over medium-high heat. While it's heating, combine the pecans, salt, and pepper in a shallow bowl or plate. Dip the chicken in the egg and then coat with the pecan mixture on all sides.
Add the chicken to the saute pan and brown about 2 to 3 minutes per side. Transfer to a glass baking dish and bake for about 25 minutes or until cooked through. If the pecans begin to brown too rapidly, cover with foil.
If you are using pounded breasts or cutlets, the cooking time will be shortened.
To prepare the sauce: Mix the cream, mustard, and salt in a small saucepan over medium-low heat. Simmer until slightly thickened, about 5 to 7 minutes. Add the vinegar and butter, and stir until melted. Remove from heat. Pour onto the cooked chicken and serve immediately.