Maguey is another name for agave. Roasting the heart of the plant in an earthen pit (as opposed to steaming or baking it, which is done for tequila) is what gives Mezcal its smoky flavor.
More Cocktails for the Rocks Glass
Fill a cocktail shaker with ice. Add all of the remaining ingredients except the garnishes and shake well. Strain into an ice-filled rocks glass and garnish with the grated nutmeg and orange twist.