Lightly brush pineapple pieces with coconut oil and place on grill pan over medium heat.
Grill for about 4 minutes (until grill marks appear) and then flip and continue to grill for an additional 4 minutes.
Remove pineapple to a plate and let cool to room temperature (can put in fridge to speed up process).
Lightly brush cocktail glasses with simple syrup or lime juice and place shredded coconut on a plate. Dip rims of glasses into shredded coconut.
Once cooled, combine pineapple, ice, coconut water, tequila, and lime juice in a blender and blend until smooth.
Pour cocktail into coconut-rimmed glasses, garnish with long pieces of pineapple and lime, and serve.