Whisk Whole Milk & Instant Pudding together until as thick as it will get (1-2 minutes). Once it has thickened, add Liquor and whisk until all lumps and clumps are gone. Once the mixture is nice and smooth again, whisk in Cool Whip.
Fill almost ¾ of a 1oz plastic shot cup with the mixture then cover and place in the freezer.
It does take several hours to set. For BEST results, I let them set overnight. May use little ice cream tester spoons when serving them.