Rim the glass (optional). Run a fresh lime wedge around the edge of the glass, then dip it in a plate of coarse sea salt.
Mix the margarita. Add the mezcal, pineapple juice, lime juice, Cointreau, and jalapeño slices to a cocktail shaker or mason jar. Add a handful of ice, cover, and shake the margarita vigorously for 5 to 10 seconds until it is chilled.
Strain the margarita into the prepared glass, fill with extra ice, top with any garnishes that you would like, and enjoy!