Microwave method: Place the chocolate in a medium-sized glass bowl and microwave it in 20-second increments, stirring well between each spell, until it's melted and smooth.
Double-boiler method: Place the chocolate in a medium-sized glass bowl that can rest on top of a pot without falling in. Fill the pot with a couple inches of water, place the bowl of chocolate over top, and bring the water to a boil. Use a spatula to constantly stir the chocolate until it's melted and smooth.
When the chocolate is melted completely, add the chili powder and stir to combine.
Pour the pecans into the bowl and stir until they're completely covered. Using a large spoon, spoon about 1 tablespoon-sized clumps onto the parchment paper.
When all the clusters are on the sheet, dust with the optional shredded coconut and sea salt. Transfer the clusters to the freezer or refrigerator to set for 1 hour or overnight.
Store in an airtight container on the counter for one week or freeze for up to 3 months.