Muddle the diced pineapple with the juice of 2 limes and the agave in a cocktail shaker.
Add in the mezcal, tequila, and grand marnier. Stir well to combine.
Add enough ice to fill the shaker and shake well for about 30 seconds.
Wet the rim of your glass with lime juice or water. Dip rim in coarse sea salt if desired.
Strain margaritas into your rimmed glasses with fresh ice.