1 cup cold milk
3/4 cup cake-flavored vodka (such as UV®)
1 (4 ounce) package cookies and cream instant pudding mix (such as Jell-O® Oreo®)
1 (8 ounce) container frozen whipped topping (such as Cool Whip®), thawed
Stir milk, vodka, and pudding mix together in a bowl until mixture thickens. Fold in whipped topping. Spoon into disposable shot cups and refrigerate until chilled, at least 30 minutes.