Make the Dessert Rub: Place the sugar in a bowl and whisk in the cinnamon, nutmeg, allspice, and cloves. Transfer to a jar, cover, and store away from heat and light. This rub will keep for several weeks.
Make the whipped cream: Place the cream and Dessert Rub in a chilled metal bowl. Beat to soft peaks with an electric mixer. Add the mezcal or liquid smoke and continue beating to firm peaks. Keep chilled.
Make the pineapple: Set up a grill for direct grilling and preheat it to high. Brush and oil the grill grate.
Place the Dessert Rub in a shallow bowl next to the grill. Brush each pineapple slice on both sides with coconut milk, then completely dredge it in the rub, shaking off any excess.
Arrange the pineapple slices over the hot fire and grill until darkly browned (the sugar should start to caramelize) on both sides, 2 minutes per side. Transfer to a platter or plates.
Top each slice with a dollop of the whipped cream and shake a little ground cinnamon or grate some nutmeg on top.