Rub a lime wedge around the rim of a rocks glass, then roll the rim in coarse salt to coat. Fill the glass with ice and set aside.
In a cocktail shaker, muddle the jalapeño slices, then add the ice, Mezcal, Triple Sec, lime juice and Agave nectar.
Shake until frost starts to form on the cocktail shaker, about 30 seconds.
Pour into the glass through a strainer and garnish with a lime wheel and a jalapeño slice.