A prolific catcher, Margalski was drafted by the Anaheim Angels in 1997 while playing for Northwest High School in Cedar Hill, Missouri. In 2001, he was drafted by the Philadelphia Phillies in the 16th round out of Missouri State University in Springfield. He spent two seasons in the Phillies farm system. In 2001, he played with the Batavia Muckdogs and then with the Lakewood Blue Claws in 2002. In 2003, he signed with the Cleveland Indians and played for the Kinston Indians. In 2003, he also played in the farm system of the Montreal Expos, catching for the Savannah Sand Gnats. Margalski remained in the Expos farm system in 2004 with the Brevard County  Manatees in the Florida State League. In 2004, he also caught for the legendary Stockton Ports, a minor league affiliate of the Texas Rangers. Margalski wrapped up his minor league career in 2004 with the Oklahoma City Red Hawks.

In 2005, he caught for the Gateway Grizzlies in the Frontier League under manager Danny Cox. Margalski was named All-League and he was selected to the Frontier League all-star team.

In 1998 and 1999, he played for Southwestern Illinois College in Belleville under long-time coach Neil Fiala. In 2000 and 2001, Margalski was a standout catcher for Missouri State University in Springfield. In 2001, he led his team to the Missouri Valley Conference Championship, and he was selected as “College Player of the Year” by the Midwest Scouts Association.

Margalski has been coaching baseball in the St. Louis area for over twenty years. He is presently a head coach for the US Nationals baseball organization in the St. Louis area. He founded Team Missouri Baseball in 2013. He has coached the Rawlings Prospects team in St. Louis. He has coached three Major League players, eighteen Major League draft picks, and 173 NCAA players.