Preheat the oven to 350F. Line a muffin-tin with 12 paper muffin cups. Set aside.
Add pecans to a food processor. Combine until finely processed. The consistency should be similar to sand. Some slightly larger pieces of pecans is fine, too.
Pour pecans into a medium sized bowl. Add in brown sugar, cinnamon and nutmeg and stir to combine. Pour melted butter over the pecan mixture and mix until butter is dispersed and all of the pecan pieces are moist.
Add about 1 heaping tablespoon of the pecan mixture to each muffin well. Press down with the bottom of a glass cup or a measuring cup to create a flat surface in the pecan crust. You want to press down pretty hard so that the crust sticks together. Set aside.
Add the cream cheese to a large bowl. With an electric mixer, beat for 2 minutes, until the cream cheese is smooth and light. Add in the sugar and beat for another 1-2 minutes until completely combined.
Add in the eggs and vanilla extract and mix combined.
Stir in the cinnamon and nutmeg until evenly dispersed.
Using a spoon or cookie scoop (my favorite), portion out the cheesecake mixture between the 12 muffin cups.
Bake at 350F for 20-22 minutes, until the tops are lightly browned. Remove from oven and let cool completely. Then set in the refrigerator for at least an hour, but overnight is better.
To make the pecan pie caramel sauce, combine granulated sugar and water in a small saucepan over medium heat.
Swirl the pan to combine the sugar and water as the sugar melts (don't stir as it can cause crystallization). The sugar will melt completely and then the mixture will start to turn from clear to a very light brown to finally an amber.
Once it reaches amber, take off from the heat. Immediately pour in the heavy cream and whisk to combine. The mixture will bubbly violently so be cafeful. Return to the heat and stir until smooth.
Once smooth, remove from the heat and add in the butter, cinnamon, nutmeg, cloves, vanilla and sea salt and stir to combine.
Let sit for about 5 minutes to cool slightly, and then stir in the pecans. Let cool completely.
Store pecan pie caramel sauce in the refrigerator until ready to use. You can let it sit at room temperature to soften or reheat in the microwave for about 15 seconds.
When ready to serve cheesecakes, pour pecan pie caramel sauce over each individual cheesecake. You can serve the cheesecakes in the paper muffin cups, but I like to remove those before serving for a beautiful preseneation.