This appears to be the result of hickory shuckworm. You will need to crack some open to see if the kernels are good on the inside. If they have fully developed and look good, they are fine to eat. However, kernel development may have aborted due to the insect feeding, depending on the timing of the insect feeding and the stage of kernel development.

For more information on managing pecans see our publication website - https://extension.okstate.edu/fact-sheets/.

A couple publications that may be helpful include Managing Pecans in the Home Landscape and Don't Forget Hickory Shuckworm.

Additional assistance can be found at your local Oklahoma County OSU Extension Center - https://extension.okstate.edu/county/oklahoma/.