In a medium bowl, whisk together the cold milk and chocolate instant pudding mix for about 2 minutes until the mixture thickens.
Stir in the Irish cream liqueur and vodka until fully combined.
Gently fold in the Cool Whip until the mixture is smooth and airy.
Spoon into shot glasses or small cups. Place in the refrigerator and chill for about 30 minutes until set. Serve chilled topped with a few chocolate shavings.