Chill martini glass. Add sherry and vodka to a glass shaker. Stir and set aside. Flame the peels, one by one, by squeezing the oil in a sharp "spritz" through the flame of a lit match held over the glass. Extinguish match after peels are done (takes a few matches). Strain the sherry/vodka mixture into glass. Garnish with one final flamed orange peel (flame then drop in).
This recipe was provided by a chef, restaurant or culinary professional. It has not been tested for home use.
Recipe courtesy of Andrea Immer, Starwood Resorts