Combine mezcal, lime juice, agave syrup and egg white in a shaker.
Shake vigorously until the egg white emulsifies (approximately 20 seconds). Skip this step if you omit the egg white.
Add several ice cubes and shake until the liquids are mixed and chilled (approximately 20 seconds).
Strain into a coupe glass.
Garnish with a dehydrated orange wheel.
Notes
You can use a lowball glass instead of a coupe glass.
You can omit the egg white if you're a vegan or if you're uncomfortable with ingesting raw eggs. You can alternatively replace the egg white with aquafaba.
You can replace the dehydrated orange wheel with a fresh orange wheel or twist.