In a large bowl, whisk together flour, sugar, salt, and cinnamon. Make a well in center of flour mixture; stir in milk until a dough forms. Turn out dough onto a heavily floured surface, and knead gently 2 to 3 times. Divide dough into 12 equal pieces, and shape each piece into a ball. Roll each ball into a 5-inch circle.
In a medium Dutch oven, pour oil to a depth of 2 inches, and heat over medium heat until a deep-fry thermometer registers 360°.
Place 1 round of dough into oil. Using a fork, place tines in center of dough, and twist to form a pig ear shape. Hold pastry on fork in oil for about 1 minute to maintain shape. Turn dough, and fry until golden brown, about 1 minute. Transfer to prepared pan to let drain. Repeat process with remaining dough.
In a medium saucepan, bring cane syrup, rum, and butter to a boil over medium heat. Reduce heat to low, and simmer, stirring occasionally, until syrup thickens, 5 to 7 minutes. Remove from heat and reserve.
Working in batches, place pastries in syrup, gently turning to coat. Remove one at a time, letting excess syrup drip off, and place on wire rack. Sprinkle with pecans. Serve immediately.