Heat the milk over medium heat until warm (don't let it boil). Then slowly sprinkle in the gelatin while whisking the milk mixture. Don't worry if there are still a few small lumps that won't melt down, you can simply strain those out before adding the milk mixture to the next step (I always seem to have a few that just won't melt). Add your milk mixture to the vodka and Godiva liqueur in a separate mixing bowl and stir together.

Now we are going to make the "creme filling" layer of our cookie shot. Pour the mixture into a small pan or baking dish that has either been very lightly oiled or lined with plastic wrap, and fill it about 1/2" deep (use two pans if you don't have one big enough to fit it all and still be only 1/2" deep). Chill your layers for at least 2-3 hours until firm. Once they are set, flip them upside down onto a cutting board or non-stick mat and lightly shake the pans until the layer falls out. I found that the jello in the lightly oiled pan was much easier to remove, but the plastic wrap version did work eventually as well. Use your circle cutter to cut out as many jello circles as you can fit. Pull up the excess around the circles to reveal your cut jello shot disks. Set aside for a moment.

Take your Oreo cookies, twist open, and use a knife or spoon to scrape out the filling. It's up to you if you want to discard the filling, or grab a spoon and make yourself a human garbage disposal. I won't tell either way. Place your jello disks between the two cookie halves, and you've got yourself a double-stuffed Oreo shot, my friend! I say the recipe makes 15-20 because it really depends on the size of circle cookie cutter you use. A smaller circle cutter would make more disks than a bigger one.