Prep the rim of the glass (optional): Rub the lime wedge around the rim of a rocks glass. Fill a small plate with Tajín or kosher salt. Dip the glass into the Tajín or salt to coat the rim. Fill with ice.

Muddle the jalapeño in a cocktail shaker.

Add the tequila, orange liqueur, lime juice, and agave nectar and fill the cocktail shaker with ice. Cover and shake until chilled.

Strain into the prepared glass. Garnish with jalapeño slices and serve.