Cut a notch in a lime wedge, then run the lime around the rim of a glass. Dip the edge of the rim into a plate of flaky sea salt (or for a festive look, use Margarita Salt).
Place the mezcal, tequila, Cointreau, and lime juice in a cocktail shaker with 4 ice cubes and shake until cold.
Strain the margarita into the glass with the salted rim. Fill the glass with ice and serve.