Rumnog Pecan Cookies

Position an oven rack in the middle of the oven; preheat to 350 degrees. Line 2 baking sheets with parchment paper.
For the cookies: Combine the oil, milk, sugar, molasses, rum and vanilla extract in a large mixing bowl; beat at medium-high speed for 2 to 3 minutes or until slightly foamy. Stop the motor and use a fine-mesh strainer to sift in the flour, cornstarch, baking powder, baking soda, spices and salt. Mix well on low speed until a soft dough forms.
Place the chopped pecans on a flat plate or piece of wax paper on a work surface. Roll the dough into walnut-size balls (about 1 heaping tablespoon) and then roll them in the nuts; if the dough is a little too soft to roll, drop the balls one at a time onto the nuts and then roll (the dough will firm up slightly as it sits). Place the balls 2 inches apart on the baking sheets; bake 1 sheet at a time for about 10 to 14 minutes or until the cookies have puffed a bit and do not look raw. Let the cookies cool on the sheet for 5 minutes before transferring to a wire rack to cool completely.
For the icing: Beat the margarine at medium speed in the bowl of a stand mixer for 3 minutes, until it is smooth and creamy. Stop the motor and add the confectioners' sugar; use a fork to combine. On low speed, add the soy milk, soy creamer or rice milk, the rum and the vanilla extract; increase the speed to medium or medium-high and beat until the consistency of buttercream frosting is achieved. Spread 1 teaspoon or more of icing on each cooled cookie; sprinkle with nutmeg or colored sprinkles, if desired. Allow the icing to become firm before storing the cookies.