Preheat the oven to 275 degrees F. Line two large, rimmed baking sheets with parchment paper.
In a very large mixing bowl (a large pot also works well), combine the cereals, pecans, and pretzels. Set aside.
In a small or medium bowl, mix the sugars, cinnamon, salt and cayenne until thoroughly combined. Set aside.
Drizzle the egg whites over the cereal mixture, and gently toss for 1-2 minutes or until the mixture is evenly coated. Then sprinkle the sugar mixture over all, and continue tossing until everything is evenly coated.
Spread the mixture evenly over the two prepared baking sheets. Bake for 20 minutes, and then remove the sheets from the oven and toss the mixture for even cooking, gently breaking up any big chunks. (The baking sheets will be full, so to help with the tossing, I use the ends of the parchment to move everything towards the middle of the baking sheet and then carefully redistribute.) Bake for an additional 20-25 minutes, switching the placement of the trays in the oven, or until the mixture is crisping up and no longer moist. (The mix will continue to crisp as it cools.)
Remove from the oven and cool completely. Once cool, transfer the mix to an airtight container. The mix may be served once cooled or stored at room temperature for approximately 2 weeks.