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Put two coupe or cocktail glasses in the fridge to chill. Pour the gin and grenadine into a cocktail shaker, then fill with ice. Shake until the outside of the shaker feels ice-cold. Strain the mixture into a jug, discarding the ice.
Tip the egg white into the shaker and pour in the gin mixture. Shake well until the egg white is frothy – you can also do this in a food processor or using a hand blender, if you like. Pour the cocktail into the prepared glasses. Skewer the cherries onto cocktail sticks, if using, then use to garnish the glasses along with the pared lemon zest, if you like.