If you're using salt, rim classic Margarita glass or rocks glass by running a lime wedge around the edge and then dipping it in salt.
Fill your glass a with ice cubes and set the prepared glass aside.
In a cocktail shaker with ice, add tequila, Cointreau, agave syrup, and lime juice.
Shake well and double-strain into the prepared cocktail glass with ice and salt rim. Garnish with lime wheel. Add the shot glass of Grand Marnier over the top of the cocktail and enjoy.