Bring the water to a boil and dissolve the lime gelatin, stirring until clear.
Beat the softened cream cheese in a bowl until smooth.
Stream in about 1/2 cup of the warm gelatin and beat until creamy with no lumps.
Stir in the remaining gelatin, the crushed pineapple with its juice, lime zest, and vanilla.
Chill the mixture 20–30 minutes, stirring once, until it thickens slightly but is not set.
Fold in the whipped topping, mini marshmallows, and pecans until evenly combined.
Spoon into a 2-quart dish or mold, smooth the top, and refrigerate until firm, about 4 hours.