I had that problem with my young apricot trees. It was a rabbit, in my case, loving the sweet bark. Pecans are sweet too!

Just found out I can grow Pecans in RI Am very excited! Mrs. G

Common problem here - the twig girdlers really seem to like pecan, hickory, persimmon - but those are the species that I've been actively planting, so I don't know if they have a preference for them, or if it's just disconcerting to me when I find the damage they've done.
That said, I don't know that I've ever noticed them attacking any of my young oaks... or walnuts, etiher, for that matter.

Lucky, do you ever completely lose trees (or grafts) because of twig girdlers on pecans, hickories, or persimmons?

best to burn/dispose of the girdled wood. I believe they have laid eggs in the branch

Many times I'll find the inch long, gray beetle on the fallen branches. The branches are riddled with eggs. To prevent attacks, I painstakingly wrap aluminum foil around susceptible branches in the month prior to seeing the adults. Leave wrapped until long after. Only young trees are practically done this way, but it preserves your scaffold-training.

Not sure I've ever had 'em completely remove a graft, but it could happen.
Drove down to my #1 shellbark hickory on Friday to gather some nuts - lots of small branches - most about 2 ft long, here and there on the ground, courtesy of twig girdler activity. Not a problem for this 70+ yr old tree, though. The little bit of 'pruning' they did will have no adverse effect.