Mix everything except the whole orange and the frozen lemon together in a cocktail shaker (or, as an alter-native, in a Thermos bottle), at first without any ice, and shake. Then add some ice and shake well once again.
Next, strain the liquid into a sieve that you are holding over a chilled glass (in bartender’s jargon, this step is known as the “double strain”).
Then finely grate some orange zest and scent the lip of the glass with it (after filling). This step intensifies the aroma! Finally, cut off a piece of frozen lemon with a grater and add to the glass.