Preheat the oven to 400 degrees F. Grease the muffin cups with vegetable cooking spray. In a large bowl, beat the milk, egg, and oil. Stir in the oats, flour, and sugar just until moistened. Fold in the onion, cheese, and pecans. Divide the batter among the muffin cups. Bake for 18 to 20 minutes, or until a toothpick inserted in the center comes out clean. Best served warm.