In a large bowl, whisk together your melted vegan margarine, warm soy milk, cane sugar, cornstarch, yeast, vanilla, and salt. Test your margarine/soymilk mixture with your finger before adding the yeast, to make sure it is only lukewarm, and not too hot, which will kill your yeast.
Let your yeast mixture sit for just a few minutes, until you see a few new bubbles forming. If you see absolutely no change in the look/texture of your yeast mixture, you may want to start over with either new yeast or with soymilk/margarine that isn't as warm.
Add flour to your yeast mixture and knead together just until a soft, slightly sticky dough forms. Based on the brand of flour you're using, you may need to add an extra tablespoon of water or flour to adjust the consistency of your dough until it is both soft and slightly sticks to your fingers.
Cover bowl/dough with some plastic wrap and place somewhere warm to rise for about 45 minutes. I turn my oven on for just a minute or two until it is warm inside, then place the entire bowl in the oven. If you use this method, don't forget to turn your oven off after 1 minute.
While dough rises, you can assemble your filling, by mixing the melted margarine and applesauce together in a small bowl and by setting out your chopped pecans and brown sugar.
To assemble your sticky sauce, simply whisk together your coconut milk, cornstarch, and maple syrup in a small bowl. Pour about half of this mixture into the bottom of an oiled 9 X 13 in. baking dish. Whisk your powdered sugar into the other half to be used as a glaze for the tops of the buns.
When your dough has finished rising (and has roughly doubled in size), roll it out on a lightly floured surface into a 12 in. X 20 in. rectangle. Brush the surface with the applesauce/margarine mixture, then sprinkle on the brown sugar and pecans.
Roll the dough lengthwise to form a big hot dog shaped specimen. Slice the roll into 12 equal pieces. Place pieces cut-side up into your oiled/sauced baking dish.
Now, place the entire baking dish (uncovered) back into its warm place to rise for another 30 to 40 minutes.
Preheat oven to 350 degrees Fahrenheit.
Bake sticky buns at 350 degrees F for about 20 minutes, or until the tops are just starting to turn golden, and there are no doughy bun centers.
Allow buns to cool for a few minutes before dousing them in the remainder of your sweet sticky sauce.