Pudding shots are fun to share and easy to make. They are eaten rather than drunk and can take on any flavor you like. These pudding shots are easy to make - all you need is a whisk. While there is no magic behind the pudding shot, substitute half of the milk needed to make regular pudding with the liquor of your choice. Then mix and allow them to set. The best part is the flavor possibilities which you can mix and match, recreating your favorite cocktails, or making them your own.