Preheat oven to 350 degrees. Spray a bundt pan with cooking spray and flour the inside. Spread 1/3 cup pecans on the bottom of the pan and set aside.
Whisk together the flour, baking soda, salt and pudding mix. Set aside.
In a standup mixer beat together the butter and sugar until fluffy. Add the eggs one at a time and mix well. Add the flour alternating the sour cream and milk mixed with vanilla, and ending with the flour. Beat well for 2 minutes.
Mix the swirl ingredients together. Pour half the cake batter into the prepared bundt pan, take half the swirl mixture and with your hands drop small pieces all around the center of the batter, connecting the filling like a ring in the middle. Pour the remaining batter in and top with the rest of the swirl mixture, pressing it into the batter.
Bake for 50-60 minutes or until a cake tester comes out clean. Let cool for 10-15 minutes. Then carefully place on a cooling rack to cool completely.
When ready to serve add the cream cheese glaze. Whip together the cream cheese glaze by creaming the cream cheese until softened, slowly and add the icing sugar and vanilla. Add enough milk for desired consistency. Beat for 3-4 minutes on high to remove any lumps. Pour over cake and serve.