Add a chunk of ice to a glass to chill. Set aside. Fill a mixing glass three-quarters of the way with ice and add the orange bitters, sliding them down the side so they end up at the bottom, not stuck to ice near the top. Stack the vermouth and amaro in the jigger and add them to the mixing glass before adding the rye and scotch.
Stir and taste the mixture. For more smoke, add more scotch to taste and stir. Strain into the glass over the ice chunk. Garnish. To amplify the smoky notes even further, flame the orange peel instead of only expressing it before inserting in the glass.