Peel the banana, and cut it into quarters. To a small bowl, add the pieces of banana, and top with the juice from 1/2 a lime. Coat all sides of the banana with the lime juice to prevent it from turning brown. Set aside.
Cut the pineapple into medium-size chunks. Set aside.
To 3 long, presoaked bamboo skewers, add the pineapple, banana and mango.
Heat the skewered fruit on the grill. Turn the skewers so that each side has grill marks (about 7 minutes).
Remove from the grill, and let cool.
Reserve a small amount of the grilled fruit for garnish. To a blender, add the grilled fruit, lime juice (including the juice that the bananas were soaking in), coconut milk, orange juice, ice and tequila.
Blend on the smoothie setting.
Rim the serving glasses with lime and margarita salt (optional).
Serve the margarita right away, and garnish with grilled fruit.