Preheat oven to 350F.
Generously coat a 24 cup mini muffin tin with baking spray.
In a large bowl, beat oil, 2 Tbsp butter, powdered sugar, milk, and cream cheese with an electric mixer on medium speed until well combined.
Process pecans in a food processor until finely ground. Add rye flour and 1/4 tsp salt to food processor; pulse 5 times.
Add flour-pecan mixture to butter mixture; beat just until combined. Knead in bowl until dough comes together.
Shape dough into 24 balls.
Place balls in cups of a prepared muffin pan; press dough into bottom and up sides of cups to form shells.
Bake 5 minutes, and let cool 10 minutes.