Grate the Colby Jack on a box grater or with the shredding disk of a food processor.
Very finely chop the pecans.
Place the grated cheese, cream cheese, chopped pecans, onion, worcestershire sauce, and garlic in a large bowl. Mix with a spoon or your hands to combine.
Pat the cheese mixture into a 12-inch long log. It will be 2–3 inches in diameter.
Sprinkle the chili powder on a cutting board, and roll the cheese log in the chili powder to coat. Use your fingers to sprinkle or pat the chili powder onto the roll as necessary.
Serve the cheese roll by slicing it into thin slices and spreading on crackers.
Notes
Make sure you use a block of cheese, and NOT pre-shredded cheese. The roll won't stick together if you use pre-shredded cheese. You can substitute Monterey Jack, Cheddar, or Swiss for the Colby Jack cheese, if you'd like. You can substitute an equal amount of soy sauce for the worcestershire sauce. You can also substitute one-quarter teaspoon of garlic powder for the minced garlic, and also substitute walnuts for the pecans.Avoid placing the cheese roll on anything that will stain (such as a marble platter). Instead, place it on a wooden board or another easily washable platter.