1/2 cup milk
1/2 cup vodka (such as Smirnoff®)
1/2 cup pineapple rum (such as Malibu®)
1 (3.5 ounce) package instant coconut cream pie pudding mix
1 (8 ounce) container frozen whipped topping (such as Cool Whip®), thawed
Whisk milk, vodka, pineapple rum, and pudding mix together in a bowl. Stir whipped topping into vodka mixture until mixture has a pudding-consistency. Spoon into shot glasses and refrigerate until set, at least 30 minutes.