Carlos Orozco may have invented this at Hussong's Cantina in Ensenada, Mexico, naming it for the German ambassador's daughter who first tasted it. Or maybe it was invented at the Rancho La Gloria Hotel, halfway between Tijuana and Rosarito, by Danny Herrera, for a former Ziegfeld dancer named Marjorie King, who was allergic to all alcohol but tequila. Or maybe it was invented by Santos Cruz at the Balinese Room in Galveston, Texas, and named for Peggy Lee. What is it?