Optional: If you want a picture-perfect, salt-rimmed glass, paint a thin layer of agave on the glass rim and dip or roll it in kosher salt. (See FAQs)
Then, place your cocktail glass (with or without salt) in the freezer 15-30 minutes before making the paloma, so it can chill. (see notes)
Next, juice the grapefruits and limes for fresh juice. Then, measure out all of the ingredients. Take your glass out of the freezer, add fresh ice into it, and set it aside.
Now, pour everything but the soda water into an empty shaker. Add whole ice cubes to the shaker (see notes) and shake for 30-45 seconds.
Double strain, with a Hawthorne and fine mesh strainer (See FAQs), into the prepared cocktail glass and float soda water on top to finish.
Optional: Garnish with a citrus slice (grapefruit or lime) or an herb (rosemary or basil). If you want to garnish with an herb, pinch the herb by the stem with one hand and slap it against your other hand 2-3 times to release its oils and aroma. Then garnish the cocktail.