Using tequila as a steaming liquid enhances the flavor of the clams and oysters, but it's fine to use water instead.
Preheat a grill to medium-high (if using a charcoal grill, coals are ready when you can hold your hand 5 inches above grill for just 3 to 4 seconds). Pour tequila into a medium cast-iron skillet. Add clams and oysters; tightly cover skillet with foil. Transfer skillet to grill.
Cook oysters and clams until they open (check frequently after 8 minutes, lifting corner of foil with tongs). Using tongs, transfer clams and oysters, as they open, to serving bowls; continue to cook until all oysters and clams are open, up to 5 minutes more. (Discard any that remain closed.) Serve with chipotle mayonnaise and sauces.
Setting the skillet over a grill will give the dish a touch of smokiness, or you can use your stove turned to medium-high heat.