How to Make It
Light a grill. Grill the halved limes and lemons over high heat, cut side down, until lightly charred and juicy, about 5 minutes. Transfer to a plate to cool. Juice the limes into one measuring cup, and juice the lemons into another measuring cup; you should have about 4 ounces of each juice.
Using the lime wedge, moisten half of the outer rim of 6 rocks or margarita glasses and coat lightly with salt, then fill each glass with ice. Fill a pitcher with ice and add the tequila, simple syrup and 3 ounces each of the lime and lemon juices. Stir well and strain into the prepared glasses. Using tongs and working with one at a time, hold an orange twist directly over the flame until just singed around the edges. Garnish the margaritas with the flamed twists and serve.
To make simple syrup, combine equal parts sugar and water in a small saucepan and bring to a boil; simmer until the sugar is dissolved, 3 minutes. Remove from the heat and let cool completely. The syrup can be refrigerated in a glass jar for up to 1 month.