Dip the rim of a margarita or cocktail glass into some lemon juice and then into cinnamon sugar. Set aside.
Add ice to a cocktail shaker until it's about halfway full.
Pour in the lime juice, lemon juice, tequila, pumpkin puree, and Cointreau. Cover the shaker and shake vigorously until your hands get cold (about 30 seconds).
Carefully strain the margarita into the prepared glass.
Garnish with half of an orange slice, a cinnamon stick, and a pinch of cinnamon on top of the margarita. Serve immediately.