You don't have to use the Grapple Posts. Feel free to blow right by any that seem unnecessary. Remember, they're just a convenience. Although technically obstacles, walls can be quite helpful in some situations. Use them to knock yourself in the right direction, or ride up along them to avoid treacherous ground.
Some players keep on attempting to find a shortcut instead of simply taking the regular route.
If you're having trouble with a particular shortcut, use Practice mode to hone your skills. Although you must get each coin in Season mode, you needn't win the season, or even the race, to keep it. It's perfectly acceptable to quit a race once you get the coin. Restarting a race after you've grabbed a coin allows you to concentrate fully on winning. Click here for more info on Jet Moto 3.