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When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350F and preheat, lid closed, for 10 to 15 minutes.
In a baking pan large enough to hold the nuts in one layer, combine the butter, rosemary, Cajun Rub (or salt), and cayenne. Toss the cashews in the mixture until combined. Bake for 10 to 12 minutes, or until the cashews begin to toast. Serve warm. Enjoy!