Preheat grill to medium-high heat.
Cut off stem from the pineapple.
Turn the pineapple on its side and cut approximately ½" slice of pineapple rounds.
Leave one round with the skin on, and cut off the remaining rounds' skin.
Brush pineapple with olive oil and place on preheated grill.
Grill on each side for 6-8 minutes, until golden brown grill marks appear.
Set aside the pineapple round with the skin still on - this will be for garnish.
Cut the other rounds into quarters and place in a high-speed blender with the lime juice.
Blend on high for 1 minute, until mixture is pureed.
Strain the juice from the pulp with a mesh strainer over a bowl.
In a cocktail shaker with ice combine the pineapple/lime juice with tequila, Triple sec, and agave. Shake for 15 seconds.
Evenly distribute between 4 margarita glasses with ice.
Slice the remaining pineapple round into quarters and cut a slit in the middle of each quarter so you can place it on the rim for garnish.
Serve and enjoy!