I bought a couple of grafted pecan nut trees 2 years ago. They both had small fruit in the last two seasons but I'm yet to taste one as none of them matured. The young fruits all fell during the hot summers.
I wonder if it could be due to the hot summer temperature? The growing zone is 9b/10 and we get top summer temperatures of around 35 Celsius (95 Fahrenheit). They were well watered though so it wasn't thirst.
EDIT: March 2019: I am happy to announce that both trees produced fruit last year. Got about 80 nuts, they are about half the size of store bought pecans. So quite small, but have twice the flavour. : )