Preheat an oven to 350. Coat 2 large baking sheets with nonstick cooking spray.
In a medium bowl, combine the flour, oats, pecans, baking soda and salt. In a food processor with the metal blade or in a large bowl, combine the cream cheese, margarine and sugar. Process or stir until smooth. Add half of the orange juice, the yogurt, egg, egg white, orange zest and vanilla. Process or stir until smooth. Gradually add the flour mixture and process or stir until just blended.
Drop about 60 rounded tablespoons onto the prepared baking sheets. Bake until golden at the edges, about 15 minutes.
To make the glaze, in a small bowl, combine the remaining orange juice and the confectioner's sugar and whisk until smooth. Using a pastry brush, coat the warm cookies with the glaze.
Store in an airtight container at room temperature for up to 1 week. One serving is 3 cookies.
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