How do I optimize this extremely simple MySQL query?
Try

SELECT t.*
FROM temp_main_working t
WHERE NOT EXISTS ( SELECT 1
                   FROM temp_sf s 
                   WHERE t.pm_order_id = s.pm_order_id )


UPDATE

id select_type        table partitions type   possible_keys key     key_len ref                rows filtered Extra
1  PRIMARY            t     null       index  null          PRIMARY 4       null               1    100      Using where; Using index
2  DEPENDENT SUBQUERY s     null       eq_ref PRIMARY       PRIMARY 4       test.t.pm_order_id 1    100      Using index