Combine yogurt and cream cheese (I used a blender). Set aside.
Melt butter and sugar in a small skillet over medium low heat (sugar will burn if it's too hot). Add pecans and cinnamon. Cook 2-3 minutes or until pecans are toasted.
Add 1/4 cup yogurt mixture to a parfait glass. (A wine glass or champagne flute works great, as does any tall glass.) Top with 2 tablespoons pecan mixture. Repeat layers, using half of each mixture. Repeat with second parfait glass.