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Start the Traeger on Smoke with the lid open until the fire is established, 4 to 5 minutes. Preheat to 300 degrees F with the lid closed for 10 to 15 minutes.
In a bowl, whisk together the sugars, salt, cayenne, smoked paprika, cinnamon and black pepper.
In a separate bowl, beat the egg white and water until frothy but not stiff. Add the almonds into the egg whites and stir to coat evenly. Sprinkle nuts with sugar mixture, and toss until evenly coated.
Spread sugared nuts in a single layer on a cookie sheet fitted with buttered parchment paper or aluminum foil.
Place the cookie sheet on the grill grate and roast for 30 minutes, stirring halfway through.
When completely cool, pour the nuts into a bowl, breaking up any that stick together. Enjoy!