Remove one wide strip of peel with a vegetable peeler from both the lime and orange.
Combine the lime peel, orange peel, lime juice, mezcal and agave in a cocktail shaker. Fill the shaker with ice, cover and shake vigorously until the outside is very cold, about 20 seconds. Strain the cocktail through a Hawthorne strainer or a slotted spoon into a coupe glass. Garnish with a few drops of Angostura bitters. Top with a lime twist.