Is there a trick to getting spices to fix to raw almonds?
That's the trick to getting spices to adhere to nuts. If you are worried about the messiness perhaps your method can be improved. Put your nuts into a tossing bowl and slowly drizzle the oil over them. If tossing is a technique you are skilled with you can do that, but I'm guessing it's not, in which case you can stir with a spoon. It won't take much oil, maybe two tablespoons per pound. Maybe less. Then toss nuts again while sprinkling with cayenne. Or spread on a tray and sprinkle with cayenne there.

Lastly, if you are still struggling with the oily mess. Try enclosing in a sealable container and shaking. The oil will distribute and the mess will be contained.