If desired, rub a lime wedge around the rim of a rocks glass and dip into the chili-salt mixture.
Place the jalapeño slices in the bottom of a cocktail shaker and muddle gently to release the capsaicin and oils.
Add the tequila, lime juice, orange juice, and agave nectar to the shaker.
Fill the shaker with ice cubes and secure the lid.
Shake vigorously for 15 to 20 seconds until the exterior of the shaker feels very cold.
Fill the prepared rocks glass with fresh ice.
Double strain the cocktail into the glass to remove jalapeño seeds and pulp.
Garnish with an additional jalapeño slice or a lime wheel and serve immediately.