Preheat oven to 325 degrees F. Line an 8x8" square pan with foil, extending the sides of the foil over the edges of the pan. Spray the foil with cooking spray and set aside.
In a large bowl, combine the pecan Sandie cookie grounds, melted butter and brown sugar together until moistened. Press into the prepared pan in an even layer. Bake for approx. 10-12 minutes. Remove from oven and keep oven on.
While crust bakes: In the bowl of a stand mixer, cream together the cream cheese and brown sugar together until smooth, about 1 minute. Add in the eggs, one at a time, and the vanilla, beating well after each addition. Lastly, beat in the sour cream until just combined. Pour the cheesecake filling over the still-hot crust and place into the oven.
Bake for approx. 35-40 minutes or until the center is just about set. If it's slightly jiggly, that's okay - but it should not be sloshing around in the pan. Cool completely, then refrigerate for at least 2 hours to set.
While cheesecake chills, make your praline sauce. In a medium saucepan, add the brown sugar and butter and bring to a boil over medium heat. Boil for 2 minutes, stirring constantly. Remove from the heat and add in the cream and vanilla, taking care as the mixture may violently bubble up. Stir until combined, then cool to room temperature. Stir in the pecans just before serving.